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Continuous random walks and fractional powers of operators.

Authors :
DʼOvidio, Mirko
Source :
Journal of Mathematical Analysis & Applications. Mar2014, Vol. 411 Issue 1, p362-371. 10p.
Publication Year :
2014

Abstract

Abstract: We derive a probabilistic representation for the Fourier symbols of the generators of some stable processes. This short paper represents a bridge between probabilists and researchers working in PDEʼs. [Copyright &y& Elsevier]

Subjects

Subjects :
*CONTINUOUS functions
*RANDOM walks
*FRACTIONAL calculus
*OPERATOR theory
*PROBABILITY theory
*FOURIER analysis

Details

Language :
English
ISSN :
0022247X
Volume :
411
Issue :
1
Database :
Academic Search Index
Journal :
Journal of Mathematical Analysis & Applications
Publication Type :
Academic Journal
Accession number :
91694375
Full Text :
https://doi.org/10.1016/j.jmaa.2013.09.048
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