Random walk models associated with distributed fractional order differential equations

DOI10.1214/074921706000000798MaRDI QIDQ3592311zbMATH OpenOpenAlexFDO

Authors Sabir Umarov, Stanly Steinberg

Publication date 12 September 2007

Published in High Dimensional Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0612698

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Pseudodifferential operators as generalizations of partial differential operators (35S05) Sums of independent random variables; random walks (60G50)

Abstract: In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a diffusion process in the sense of distributions is proved.

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• Fully discrete random walks for space-time fractional diffusion equations
• Fundamental solution and discrete random walk model for a time-space fractional diffusion equation of distributed order

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