Uncoupled continuous-time random walks: Solution and limiting behavior   of the master equation
  A detailed study is presented for a large class of uncoupled continuous-time random walks (CTRWs). The master equation is solved for the Mittag-Leffler survival probability. The properly scaled diffusive limit of the master equation is taken and its relation with the fractional diffusion equation is discussed. Finally, some common objections found in the literature are thoroughly reviewed. 
Enrico Scalas, Rudolf Gorenflo, and Francesco Mainardi