GENERALIZED CONTINUOUS TIME RANDOM WALKS, MASTER EQUATIONS, AND FRACTIONAL FOKKER–PLANCK EQUATIONS
Continuous time random walks, which generalize random walks by adding a stochastic time between jumps, provide a useful description of stochastic transport at mesoscopic scales. The continuous time ...
We study the asymptotic behavior of a multidimensional random walk in a general cone. We find the tail asymptotics for the exit time and prove integral and local limit theorems for a random walk ...
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