We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behavior of the Brownian particle has bounded (in time) variance when the particle...

In this paper we investigate asymptotic behavior of the tail probability for subordinated self-similar processes with regularly varying tail probability. We show that the tail probability of the one-dimensional distributions and the supremum tail probability are regularly varying with the...

The paper presents the random-variable formalism of the anomalous diffusion processes. The emphasis is on a rigorous presentation of asymptotic behaviour of random walk processes with infinite mean random time intervals between jumps. We elucidate the role of the so-called inverse-time...

This paper is a short review on the application of continuos-time random walks to Econophysics in the last five years.