Controlled continuous time random walks and their position dependent extensions
Continuous Time Random Walks (CTRWs) are used widely for modelling anomalous diffusion. This thesis is the first research which focuses on optimal control of CTRWs, their modifications and their position dependent extensions. We derive the equation which may be called a fractional Hamilton Jacobi Be...
| Main Author: | |
|---|---|
| Published: |
University of Warwick
2014
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.641008 |