Random walk models associated with distributed fractional order differential equations

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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.
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)

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Classical Analysis and ODEs, 60G50 (Primary) 26A33, 35S05 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/120577

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0612698
 http://arxiv.org/abs/math/0612698
 IMS Lecture Notes Monograph Series 2006, Vol. 51, 117-127
 doi:10.1214/074921706000000798

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arXiv