Корельоване випадкове блукання iз неперервним часом типу Еренфеста-Брiллюена та дробова дифузiя Якобi.
Continuous time random walks (CTRWs) have random waiting times between particle jumps. Based on Ehrenfest–Brillouin-type model motivated by economics, we define the correlated CTRW that converge to the fractional Jacobi diffusion Y(E(t)), t 0, defined as a time change of Jacobi diffusion process Y (t) to the inverse E(t) of the standard stable subordinator. In the CTRW considered in this paper, the jumps are correlated so that in the limit the outer process Y(t) is not a Levy process but a diffusion process with non-independent increments. The waiting times between jumps are selected from the domain of attraction of a stable law, so that the correlated CTRWs with these waiting times converge to Y(E(t)).
З 31.12.2014 по 01.03.2015 Наукова бібліотека читачів не обслуговує.
