The interest in the development of smart cities and the proliferation of digital twins as a powerful information processing technology have lead to the definition of Urban Digital Twins (UDTs). UDTs model city aspects such as transportation, water supply or air pollution, together with their inherent complexity. For addressing this complexity, in this paper we propose the use of models distributed over the Cloud-to-Thing Continuum, in order to take advantage of the flexibility, scalability and computational capacity of digital services through the multiple physical infrastructures offered by this environment. Following this philosophy, we have modelled a distributed digital twin of the public bus service of the city of Malaga and the users who travel on it. We have validated the model against the real system using the USE tool, and used it to perform simulations and inferences.