For the fundamental solutions of heat-type equations of order n we give a general stochastic representation in terms of damped oscillations with generalized gamma distributed parameters. By composing the pseudo-process X-m related to the higher-order heat-type equation with positively skewed stable r.v.'s T-1/3(j), j = 1, 2, . . . , n we obtain genuine r.v.'s whose explicit distribution is given for n = 3 in terms of Cauchy asymmetric laws. We also prove that X-3 (T-1/3(1) (. . . (T-1/3(n) (t)) . . .)) has a stable asymmetric law.

Probabilistic representation of fundamental solutions to partial derivative u/partial derivative t = K-m partial derivative(m)u/partial derivative x(m) / Orsingher, Enzo; D'Ovidio, Mirko. - In: ELECTRONIC COMMUNICATIONS IN PROBABILITY. - ISSN 1083-589X. - ELETTRONICO. - 17:0(2012), pp. 1-12. [10.1214/ecp.v17-1885]

Probabilistic representation of fundamental solutions to partial derivative u/partial derivative t = K-m partial derivative(m)u/partial derivative x(m)

ORSINGHER, Enzo;D'OVIDIO, MIRKO
2012

Abstract

For the fundamental solutions of heat-type equations of order n we give a general stochastic representation in terms of damped oscillations with generalized gamma distributed parameters. By composing the pseudo-process X-m related to the higher-order heat-type equation with positively skewed stable r.v.'s T-1/3(j), j = 1, 2, . . . , n we obtain genuine r.v.'s whose explicit distribution is given for n = 3 in terms of Cauchy asymmetric laws. We also prove that X-3 (T-1/3(1) (. . . (T-1/3(n) (t)) . . .)) has a stable asymmetric law.
2012
airy functions; cauchy distribution; fractional diffusion equations; higher-order heat equation; pseudo-process; stable laws
01 Pubblicazione su rivista::01a Articolo in rivista
Probabilistic representation of fundamental solutions to partial derivative u/partial derivative t = K-m partial derivative(m)u/partial derivative x(m) / Orsingher, Enzo; D'Ovidio, Mirko. - In: ELECTRONIC COMMUNICATIONS IN PROBABILITY. - ISSN 1083-589X. - ELETTRONICO. - 17:0(2012), pp. 1-12. [10.1214/ecp.v17-1885]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/480486
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