Random walk models associated with distributed fractional order differential equations
Classical Analysis and ODEs
2007-05-23 v1
Abstract
In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a diffusion process in the sense of distributions is proved.
Cite
@article{arxiv.math/0612698,
title = {Random walk models associated with distributed fractional order differential equations},
author = {Sabir Umarov and Stanly Steinberg},
journal= {arXiv preprint arXiv:math/0612698},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/074921706000000798 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)