Lagging and leading coupled continuous time random walks, renewal times and their joint limits

Stochastic Processes and their Applications

Volumn 121, Issue 2, 2011, Pages 324-336

  Straka, P ^a   Henry, B I ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Continuous time random walk; lvy process; renewal times; skorokhod space; stochastic process limit; subdiffusion; subordination; time change; triangular array

Indexed keywords

CONTINUOUS TIME RANDOM WALKS; LVY PROCESS; RENEWAL TIMES; SKOROKHOD SPACE; STOCHASTIC-PROCESS LIMITS; SUBDIFFUSION; SUBORDINATION; TIME-CHANGE; TRIANGULAR ARRAYS;

CONTINUOUS TIME SYSTEMS; LAPLACE TRANSFORMS; STOCHASTIC SYSTEMS;

RANDOM PROCESSES;

EID: 78650298926     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2010.10.003     Document Type: Article

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