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Random walk models associated with distributed fractional order differential equations

Sabir Umarov·Stanly Steinberg
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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.

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Sabir Umarov, Stanly Steinberg. 2006-12-22. Random walk models associated with distributed fractional order differential equations. https://doi.org/10.1214/074921706000000798

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