Approximation of Lévy-Feller diffusion by random walk.
Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99. By generalization of Ehrenfest’s urn model, we obtain discrete approximations to spatially one-dimensional time-fractional diffusion processes with drift towards the origin. These discrete approximations can be interpreted (a) as difference schemes for the relevant time-fractional partial differential equation, (b) as random walk models. The relevant convergence questions as well as the behaviour for time...
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