Fractal dimension results for continuous time random walks
Continuous time random walks impose random waiting times between particle jumps. This paper computes the fractal dimensions of their process limits, which represent particle traces in anomalous diffusion.
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Volume (Year): 83 (2013)
Issue (Month): 4 ()
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- Meerschaert, Mark M. & Scalas, Enrico, 2006.
"Coupled continuous time random walks in finance,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 370(1), pages 114-118.
- Mark M. Meerschaert & Enrico Scalas, 2006. "Coupled continuous time random walks in finance," Papers physics/0608281, arXiv.org.
- Veillette, Mark & Taqqu, Murad S., 2010. "Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 697-705, April.
- Meerschaert, Mark M. & Nane, Erkan & Xiao, Yimin, 2009. "Correlated continuous time random walks," Statistics & Probability Letters, Elsevier, vol. 79(9), pages 1194-1202, May.
- Davydov, Yu., 2012. "On convex hull of d-dimensional fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 37-39.
- Straka, P. & Henry, B.I., 2011. "Lagging and leading coupled continuous time random walks, renewal times and their joint limits," Stochastic Processes and their Applications, Elsevier, vol. 121(2), pages 324-336, February.
- Meerschaert, Mark M. & Scheffler, Hans-Peter, 2008. "Triangular array limits for continuous time random walks," Stochastic Processes and their Applications, Elsevier, vol. 118(9), pages 1606-1633, September.
- Meerschaert, Mark M. & Scheffler, Hans-Peter, 2006. "Stochastic model for ultraslow diffusion," Stochastic Processes and their Applications, Elsevier, vol. 116(9), pages 1215-1235, September. Full references (including those not matched with items on IDEAS)
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