Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование
Functional limit theorems for continuous-time random walks (CTRW) are found in the general case of dependent waiting times and jump sizes that are also position dependent. The limiting anomalous diffusion is described in terms of fractional dynamics. Probabilistic interpretation of generalized fractional evolution is given in terms of the random time change (subordination) by means of hitting times processes.
| Язык оригинала | английский |
|---|---|
| Страницы (с-по) | 594-609 |
| Число страниц | 16 |
| Журнал | Theory of Probability and its Applications |
| Том | 53 |
| Номер выпуска | 4 |
| DOI | |
| Состояние | Опубликовано - 2009 |
ID: 86493773