Monte Carlo Random Walk Simulations Based on Distributed Order Differential Equations
نویسنده
چکیده
In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a diffusion process in the sense of distributions is proved. Simulations based upon multi-term fractional order differential equations are performed. Mathematics Subject Classification: 65C05, 60G50, 39A10, 92C37
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