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VOL. 51 | 2006 Random walk models associated with distributed fractional order differential equations
Sabir Umarov, Stanly Steinberg

Editor(s) Evarist Giné, Vladimir Koltchinskii, Wenbo Li, Joel Zinn

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.

Information

Published: 1 January 2006
First available in Project Euclid: 28 November 2007

zbMATH: 1205.60092
MathSciNet: MR2387764

Digital Object Identifier: 10.1214/074921706000000798

Subjects:
Primary: 60G50
Secondary: 26A33, 35S05

Rights: Copyright © 2006, Institute of Mathematical Statistics

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