Within the continuous-time random walk (CTRW) scenarios, properties of the overall motion are determined by the waiting time and the jump length distributions. In the decoupled case, with power-law distributed waiting times and jump lengths, the CTRW scenario is asymptotically described by the double (space and time) fractional Fokker–Planck equation. Properties of a system described by such an equation are determined by the subdiffusion parameter and the jump length exponent. Nevertheless, the stationary state is determined solely by the jump length distribution and the potential. The waiting time distribution determines only the rate of convergence to the stationary state. Here, we inspect the competition between long waiting times and lo...
We complement the theory of tick-by-tick dynamics of financial markets based on a continuous-time ra...
19 pages, 3 figuresInternational audienceWe study one-dimensional discrete as well as continuous tim...
Abstract. In a continuous time random walk (CTRW), a random waiting time precedes each random jump. ...
AbstractIn a continuous time random walk (CTRW), a random waiting time precedes each random jump. Th...
Within a concept of the fractional diffusion equation and subordination, the paper examines the inf...
Continuous Time Random Walks (CTRWs) provide stochastic models for the random movement of any entity...
Continuous time random walks, which generalize random walks by adding a stochastic time between jump...
Anomalous transport is usually described either by models of continuous time random walks (CTRWs) or...
none2siAvailable as E-print http://arxiv.org/abs/0705.0797 36 pages (Cond Mat; Stat-Mech). Invited ...
The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time...
Continuous time random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporat...
Scaling limits of continuous time random walks are used in physics to model anomalous diffusion, in ...
Abstract. Continuous time random walks impose a random waiting time before each particle jump. Scali...
waiting time between particle jumps. In finance, the particle jumps are log-returns and the waiting ...
Functional limit theorems for continuous-time random walks (CTRW) are found in the general case of d...
We complement the theory of tick-by-tick dynamics of financial markets based on a continuous-time ra...
19 pages, 3 figuresInternational audienceWe study one-dimensional discrete as well as continuous tim...
Abstract. In a continuous time random walk (CTRW), a random waiting time precedes each random jump. ...
AbstractIn a continuous time random walk (CTRW), a random waiting time precedes each random jump. Th...
Within a concept of the fractional diffusion equation and subordination, the paper examines the inf...
Continuous Time Random Walks (CTRWs) provide stochastic models for the random movement of any entity...
Continuous time random walks, which generalize random walks by adding a stochastic time between jump...
Anomalous transport is usually described either by models of continuous time random walks (CTRWs) or...
none2siAvailable as E-print http://arxiv.org/abs/0705.0797 36 pages (Cond Mat; Stat-Mech). Invited ...
The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time...
Continuous time random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporat...
Scaling limits of continuous time random walks are used in physics to model anomalous diffusion, in ...
Abstract. Continuous time random walks impose a random waiting time before each particle jump. Scali...
waiting time between particle jumps. In finance, the particle jumps are log-returns and the waiting ...
Functional limit theorems for continuous-time random walks (CTRW) are found in the general case of d...
We complement the theory of tick-by-tick dynamics of financial markets based on a continuous-time ra...
19 pages, 3 figuresInternational audienceWe study one-dimensional discrete as well as continuous tim...
Abstract. In a continuous time random walk (CTRW), a random waiting time precedes each random jump. ...