Teuerle, Marek; Zebrowski, Piotr; Magdziarz, Marcin - Hugo Steinhaus Center for Stochastic Methods, … - 2011
In this paper we obtain the scaling limit of multidimensional Levy walk and describe the detailed structure of the limiting process. It occurs that the scaling limit is a subordinated alpha-stable Levy motion with the parent process and subordinator being strongly dependent processes. The...
