Journal of East China Normal University(Natural Sc ›› 2017, Vol. 2017 ›› Issue (2): 1-7,19.doi: 10.3969/j.issn.1000-5641.2017.02.001

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The governing equation for a coupled CTRW

ZHANG Yun-xiu   

  1. Department of Applied Mathematics, Nanjing Forestry University, Nanjing 210037, China
  • Received:2016-06-28 Online:2017-03-25 Published:2017-03-23

Abstract:

In this paper we constructed a special time-changed Lévy process by a coupled continuous time random walk (CTRW). Then we derived the governing equation for the process. When the time process was the inverse process of three different subordinators, the corresponding expressions of governing equations and moments of all orders were analyzed respectively.

Key words: coupled CTRW, time-changed Lévy process, governing equation

CLC Number: