Pregled bibliografske jedinice broj: 1048255
Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology, Journal of Mathematical Analysis and Applications
Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology, Journal of Mathematical Analysis and Applications // Journal of mathematical analysis and applications, 486 (2020), 2; 123934, 22 doi:10.1016/j.jmaa.2020.123934 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 1048255 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Approximation of heavy-tailed fractional
Pearson
diffusions in Skorokhod topology, Journal of
Mathematical Analysis and Applications
Autori
Leonenko, Nikolai ; Papić, Ivan ; Sikorskii, Alla ; Šuvak, Nenad
Izvornik
Journal of mathematical analysis and applications (0022-247X) 486
(2020), 2;
123934, 22
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
fractional diffusion approximation ; Skorokhod topology ; fractional diffusions ; correlated continuous time random walks ; Markov chains ; Pearson diffusions
Sažetak
Continuous time random walks (CTRWs) have random waiting times between particle jumps. We establish fractional diffusion approximation via correlated CTRWs. Instead of a random walk modeling particle jumps in the classical CTRW model, we use discrete-time Markov chain with correlated steps. The waiting times are selected from the domain of attraction of a stable law.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Ustanove:
Sveučilište u Osijeku, Odjel za matematiku
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
