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Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics. / Kolokoltsov, V. N.

в: Theory of Probability and its Applications, Том 53, № 4, 2009, стр. 594-609.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Kolokoltsov, VN 2009, 'Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics', Theory of Probability and its Applications, Том. 53, № 4, стр. 594-609. https://doi.org/10.1137/S0040585X97983857

APA

Kolokoltsov, V. N. (2009). Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics. Theory of Probability and its Applications, 53(4), 594-609. https://doi.org/10.1137/S0040585X97983857

Vancouver

Kolokoltsov VN. Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics. Theory of Probability and its Applications. 2009;53(4):594-609. https://doi.org/10.1137/S0040585X97983857

Author

Kolokoltsov, V. N. / Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics. в: Theory of Probability and its Applications. 2009 ; Том 53, № 4. стр. 594-609.

BibTeX

@article{a4caaa61cea043eba7301b4f01236845,
title = "Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics",
abstract = "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.",
keywords = "Anomalous diffusion, Continuous-time random walks, Fractional derivatives, Fractional stable distributions, Hitting time processes, L{\'e}vy subordinators, Limit theorems, Time change",
author = "Kolokoltsov, {V. N.}",
year = "2009",
doi = "10.1137/S0040585X97983857",
language = "English",
volume = "53",
pages = "594--609",
journal = "Theory of Probability and its Applications",
issn = "0040-585X",
publisher = "Society for Industrial and Applied Mathematics",
number = "4",

}

RIS

TY - JOUR

T1 - Generalized continuous-time random walks, subordination by hitting times, and fractional dynamics

AU - Kolokoltsov, V. N.

PY - 2009

Y1 - 2009

N2 - 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.

AB - 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.

KW - Anomalous diffusion

KW - Continuous-time random walks

KW - Fractional derivatives

KW - Fractional stable distributions

KW - Hitting time processes

KW - Lévy subordinators

KW - Limit theorems

KW - Time change

UR - http://www.scopus.com/inward/record.url?scp=73549104035&partnerID=8YFLogxK

U2 - 10.1137/S0040585X97983857

DO - 10.1137/S0040585X97983857

M3 - Article

AN - SCOPUS:73549104035

VL - 53

SP - 594

EP - 609

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

SN - 0040-585X

IS - 4

ER -

ID: 86493773