Meerschaert, Mark M.; Nane, Erkan; Xiao, Yimin - In: Statistics & Probability Letters 79 (2009) 9, pp. 1194-1202
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy-tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy-tailed jumps, and the time-fractional version codes...