Monte Carlo Random Walk Simulations Based on Distributed Order   Differential Equations
  In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a diffusion process in the sense of distributions is proved. Simulations based upon multi-term fractional order differential equations are performed. 
Erik Andries, Sabir Umarov, Stanly Steinberg