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Volumn 81, Issue 8, 2011, Pages 989-997

Tempered stable laws as random walk limits

Author keywords

Infinitely divisible law; Primary; Random walk; Tempered stable law; Triangular array

Indexed keywords


EID: 79956189602     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2011.01.019     Document Type: Article
Times cited : (52)

References (18)
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  • 6
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    • Koponen I. Analytic approach to the problem of convergence of truncated Lévy flights towards the Gaussian stochastic process. Physical Review E 1995, 52:1197-1199.
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    • Koponen, I.1
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    • Multidimensional advection and fractional dispersion
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    • Meerschaert, M.M.1    Benson, D.A.2    Baeumer, B.3
  • 10
    • 4043102385 scopus 로고    scopus 로고
    • Limit theorems for continuous time random walks with infinite mean waiting times
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    • (2004) Journal of Applied Probability , vol.41 , pp. 623-638
    • Meerschaert, M.M.1    Scheffler, H.-P.2
  • 12
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    • Fractional diffusion equation for a power-law-truncated Lévy process
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    • Sokolov, I.M.1    Chechkin, A.V.2    Klafter, J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.