یک معادله ی پیشگیرانه ی تعمیم یافته از زمان یک فرآیند تصادفی

We have also considered the stochastic processes in a discrete time setting, again arriving at different discrete time master equations for each of the jump densities. The discrete time master equations can be used to provide different numerical approximations to the solutions of the fractional generalized advection equation. The approximations allow us to compare the efficacy of the one-sided and two-sided densities.