ИСТИНА

The convergence of continuous-time random walks (CTRW) to evolutions described by fractional differential equations was the fundamental discovery of the middle of the last century. This discovery created the main impetus to the revival of the interest in fractional calculus and in fact to its amazingly fruitful and deep development in the last decades. Remarkably enough, notwithstanding an ever increasing scope of both mathematical theory and numerous applications of CTRWs and their scaling limits in physics, finance and economics, no explicit convergence rates were obtained until recently. The authors seems to be the first shedding light on this problem. In this talk we present some ideas and results in this direction and applications of these ideas to numeric solutions of CTRWs.