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math.PR2026
Monte Carlo Approximations of Time-Nonlocal Diffusions in Bounded Domains
Ivan Biočić, Daniel E. Cedeño-Girón, Aleksandar Mijatović +1
We develop and analyze a Monte Carlo method for sampling killed anomalous diffusions obtained by time-changing Brownian motion with drift by the inverse of a subordinator. The meth…
math.PR2026
Modelling Anomalous Diffusion: The Role of CTRWs and Non-Local Dynamics
Ivan Biočić, Bruno Toaldo
These notes provide a self-consistent summary of the stochastic approach to anomalous diffusion based on Continuous Time Random Walks (CTRWs) and their scaling limits. An introduct…