Correlated continuous time random walks and fractional Pearson diffusions
نویسندگان
چکیده
منابع مشابه
Correlated continuous time random walks
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy-tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy-tailed jumps, and the time-fractional version codes heavy-tailedwaiting times. This paper develops scaling limits and governing equations in the case of correla...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2018
ISSN: 1350-7265
DOI: 10.3150/17-bej972