Fractional Equations for the Scaling Limits of Lévy Walks with Position-Dependent Jump Distributions
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Straka, P. & Henry, B.I., 2011. "Lagging and leading coupled continuous time random walks, renewal times and their joint limits," Stochastic Processes and their Applications, Elsevier, vol. 121(2), pages 324-336, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- 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.
- Meerschaert, Mark M. & Nane, Erkan & Xiao, Yimin, 2013. "Fractal dimension results for continuous time random walks," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1083-1093.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
More about this item
Keywords
Lévy walks; fractional equations of variable order; Caputo–Dzherbashian and Riemann–Liouville derivatives; material fractional derivatives; scaling limit; continuous time random walks (CTRW); subordinated Markov processes;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:11:y:2023:i:11:p:2566-:d:1163245. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.