The paper constructs a universal harmonic-problem framework for the governing equations of continuous time random walk limits, and proves existence and uniqueness of the equation for Feller processes time-changed by the overshoot of a subordinator.
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Harmonic problems arising from continuous time random walks limit processes
The paper constructs a universal harmonic-problem framework for the governing equations of continuous time random walk limits, and proves existence and uniqueness of the equation for Feller processes time-changed by the overshoot of a subordinator.