Shlomi Reuveni

Feb 21, 2024 | link.aps.org | Maxence Arutkin |Hôpital Foch |Shlomi Reuveni

Since its introduction some 60 years ago, the Montroll-Weiss continuous time random walk has found numerous applications due its ease of use and ability to describe both regular and anomalous diffusion. Yet, despite its broad applicability and generality, the model cannot account for effects coming from random diffusivity fluctuations, which have been observed in the motion of asset prices and molecules.