Random walk models associated with distributed fractional order differential equations
| dc.creator | Umarov, Sabir | |
| dc.creator | Steinberg, Stanly | |
| dc.date | 2006-12-22 | |
| dc.date.accessioned | 2026-07-07T07:36:52Z | |
| dc.date.available | 2026-07-07T07:36:52Z | |
| dc.description | 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. | |
| dc.description | 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) | |
| dc.identifier | https://arxiv.org/abs/math/0612698 | |
| dc.identifier | http://arxiv.org/abs/math/0612698 | |
| dc.identifier | IMS Lecture Notes Monograph Series 2006, Vol. 51, 117-127 | |
| dc.identifier | doi:10.1214/074921706000000798 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/120577 | |
| dc.subject | Classical Analysis and ODEs | |
| dc.subject | 60G50 (Primary) 26A33, 35S05 (Secondary) | |
| dc.title | Random walk models associated with distributed fractional order differential equations | |
| dc.type | text |