连续时间随机游走（CTRW）：模拟连续轨迹
Continuous Time Random Walks (CTRWs): Simulation of continuous trajectories
摘要：
连续时间随机游动是经典随机游动过程的简单推广。大约10年前，Fogedby通过一组Langevin方程[H. C. Fogedby，Phys.Rev.E50（1994）]。本文详细讨论了Fogedby模型及其在连续时间随机游走过程样本路径鲁棒数值生成中的应用。
英文摘要：
Continuous time random walks have been developed as a straightforward generalisation of classical random walk processes. Some 10 years ago, Fogedby introduced a continuous representation of these processes by means of a set of Langevin equations [H. C. Fogedby, Phys. Rev. E 50 (1994)]. The present work is devoted to a detailed discussion of Fogedby's model and presents its application for the robust numerical generation of sample paths of continuous time random walk processes.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
