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Teoriya Veroyatnostei i ee Primeneniya, 2008, Volume 53, Issue 4, Pages 684–703
DOI: https://doi.org/10.4213/tvp2460 (Mi tvp2460) 		 
This article is cited in 53 scientific papers (total in 53 papers)

Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics

V. N. Kolokoltsov

Nottingham Trent University
Full-text PDF (2223 kB) Citations (53)
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DOI: https://doi.org/10.4213/tvp2460
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: fractional stable distributions, anomalous diffusion, fractional derivatives, limit theorems, continuous-time random walks, time change, Lйvy subordinators, hitting time processes.
Received: 30.11.2007
English version:
Theory of Probability and its Applications, 2009, Volume 53, Issue 4, Pages 594–609
DOI: https://doi.org/10.1137/S0040585X97983857
Bibliographic databases:
Language: Russian
Citation: V. N. Kolokoltsov, “Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics”, Teor. Veroyatnost. i Primenen., 53:4 (2008), 684–703; Theory Probab. Appl., 53:4 (2009), 594–609
Citation in format AMSBIB
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    • This publication is cited in the following 53 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
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