Search Results - subject:"Coupled continuous time random walk"

Space–time fractional diffusion equations and asymptotic behaviors of a coupled continuous time random walk model

Shi, Long; Yu, Zuguo; Mao, Zhi; Xiao, Aiguo; Huang, Hailan - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 23, pp. 5801-5807

In this paper, we consider a type of continuous time random walk model where the jump length is correlated with the waiting time. The asymptotic behaviors of the coupled jump probability density function in the Fourier–Laplace domain are discussed. The corresponding fractional diffusion...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010703207

Pricing on electricity market based on coupled-continuous-time-random-walk concept

Broszkiewicz-Suwaj, Ewa; Jurlewicz, Agnieszka - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 22, pp. 5503-5510

continuous-time random walk (CTRW) with jump lengths proportional to the corresponding inter-jump time intervals. In the … jumps as a generalization of the classical diffusion approach. We consider jump components resulting from a coupled …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010872928