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Cited article:

Numeric solution of advection–diffusion equations by a discrete time random walk scheme

Christopher N. Angstmann, Bruce I. Henry, Byron A. Jacobs and Anna V. McGann
Numerical Methods for Partial Differential Equations 36 (3) 680 (2020)
https://doi.org/10.1002/num.22448

Variable order fractional Fokker–Planck equations derived from Continuous Time Random Walks

Peter Straka
Physica A: Statistical Mechanics and its Applications 503 451 (2018)
https://doi.org/10.1016/j.physa.2018.03.010