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 PDE's. (C) 2013 Elsevier Inc. All rights reserved.
Continuous random walks and fractional powers of operators / D'Ovidio, Mirko. - In: JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS. - ISSN 0022-247X. - 411:1(2014), pp. 362-371. [10.1016/j.jmaa.2013.09.048]
Continuous random walks and fractional powers of operators
D'OVIDIO, MIRKO
2014
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 PDE's. (C) 2013 Elsevier Inc. All rights reserved.File allegati a questo prodotto
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