Studia Mathematica · 2011 · 17 citations · 20 references
EngineeringPhysicsProbability TheoryStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesDiffusion ProcessesJump ProcessesMarkov ProcessesRandom WalksAnomalous DiffusionAnomalous Diffusion EffectsDiffusion EquationDiffusionsRandom Walk ModelsTime-changed DiffusionsTime-changed Processes
In a continuous time random walk (CTRW), a random waiting time precedes each random jump. The CTRW model is useful in physics, to model diffusing particles. Its scaling limit is a time-changed process, whose densities solve an anomalous diffusion equation
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Functional Analysis and Semi-Groups
Richard G. Cooke · Nature · 1949 · 1.9K citations
Chaos, fractional kinetics, and anomalous transport
G. M. Zaslavsky · Physics Reports · 2002 · 1.6K citations