  Continuous time random walks have been developed as a straightforward
generalisation of classical random walk processes. Some 10 years ago, Fogedby
introduced a continuous representation of these processes by means of a set of
Langevin equations [H. C. Fogedby, Phys. Rev. E 50 (1994)]. The present work is
devoted to a detailed discussion of Fogedby's model and presents its
application for the robust numerical generation of sample paths of continuous
time random walk processes.
