Question: 8.10 Consider a CTRW fXtjt $ 0g in which the jump size, , is normally distributed with mean and variance 2, and the waiting

8.10 Consider a CTRW fXðtÞjt $ 0g in which the jump size, Θ, is normally distributed with mean μ and variance σ2, and the waiting time, T, is exponentially distributed with mean 1=λ, where Θ and T are independent. Obtain the master equation, Pðx; tÞ, which is the probability that the p

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