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~person:"Scalas, Enrico"
~subject:"Anomalous diffusion"
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Anomalous diffusion
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Scalas, Enrico
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Physica A: Statistical Mechanics and its Applications
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Coupled
continuous
time
random walks in finance
Meerschaert, Mark M.
;
Scalas, Enrico
- In:
Physica A: Statistical Mechanics and its Applications
370
(
2006
)
1
,
pp. 114-118
Continuous
time
random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporating a random …
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