DENSITIES OF SCALING LIMITS OF COUPLED CONTINUOUS TIME RANDOM WALKS

作者：Magdziarz Marcin; Zorawik Tomasz

来源：Fractional Calculus and Applied Analysis, 2016, 19(6): 1488-1506.

DOI：10.1515/fca-2016-0077

<jats:title>Abstract</jats:title><jats:p>In this paper we derive explicit formulas for the densities of Lévy walks. Our results cover both jump-first and wait-first scenarios. The obtained densities solve certain fractional differential equations involving fractional material derivative operators. In the particular case, when the stability index is rational, the densities can be represented as an integral of Meijer</jats:p>

• 出版日期2016-12