The Rates of Convergence for Functional Limit Theorems with Stable Subordinators and for CTRW Approximations to Fractional Evolutions

From the initial development of probability theory to the present days, the convergence of various discrete processes to simpler continuous distributions remains at the heart of stochastic analysis. Many efforts have been devoted to functional central limit theorems (also referred to as the invarian...

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Autor principal:	Vassili N. Kolokoltsov
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2023-04-01
coleção:	Fractal and Fractional
Assuntos:	rates of convergence functional limit theorem with stable processes fractional equations smooth Wasserstein distances Kolmogorov’s distance continuous time random walks (CTRW)
Acesso em linha:	https://www.mdpi.com/2504-3110/7/4/335
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