Lagging and leading coupled continuous time random walks, renewal times and their joint limits
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Cited by:
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- Vassili N. Kolokoltsov, 2023. "Fractional Equations for the Scaling Limits of Lévy Walks with Position-Dependent Jump Distributions," Mathematics, MDPI, vol. 11(11), pages 1-19, June.
- Barczyk, A. & Kern, P., 2013. "Scaling limits of coupled continuous time random walks and residual order statistics through marked point processes," Stochastic Processes and their Applications, Elsevier, vol. 123(3), pages 796-812.
- Scalas, Enrico & Viles, Noèlia, 2014. "A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 385-410.
- Busani, Ofer, 2017. "Finite dimensional Fokker–Planck equations for continuous time random walk limits," Stochastic Processes and their Applications, Elsevier, vol. 127(5), pages 1496-1516.
- Straka, Peter, 2018. "Variable order fractional Fokker–Planck equations derived from Continuous Time Random Walks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 451-463.
- Buraczewski, Dariusz & Dyszewski, Piotr & Iksanov, Alexander & Marynych, Alexander, 2020. "Random walks in a strongly sparse random environment," Stochastic Processes and their Applications, Elsevier, vol. 130(7), pages 3990-4027.
- Peggy Cénac & Arnaud Ny & Basile Loynes & Yoann Offret, 2019. "Persistent Random Walks. II. Functional Scaling Limits," Journal of Theoretical Probability, Springer, vol. 32(2), pages 633-658, June.
- Beghin, Luisa & Macci, Claudio & Ricciuti, Costantino, 2020. "Random time-change with inverses of multivariate subordinators: Governing equations and fractional dynamics," Stochastic Processes and their Applications, Elsevier, vol. 130(10), pages 6364-6387.
- Kelbert, M. & Konakov, V. & Menozzi, S., 2016. "Weak error for Continuous Time Markov Chains related to fractional in time P(I)DEs," Stochastic Processes and their Applications, Elsevier, vol. 126(4), pages 1145-1183.
- Magdziarz, M. & Scheffler, H.P. & Straka, P. & Zebrowski, P., 2015. "Limit theorems and governing equations for Lévy walks," Stochastic Processes and their Applications, Elsevier, vol. 125(11), pages 4021-4038.
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More about this item
Keywords
Continuous time random walk Stochastic process limit Lévy process Time-change Subordination Triangular array Renewal times Skorokhod space Subdiffusion;Statistics
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