Evolution equations for Lévy stable processes (Q1964577)
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English | Evolution equations for Lévy stable processes |
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Evolution equations for Lévy stable processes (English)
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20 February 2000
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Let \(p(\cdot,t)\) be the probability density of the distribution of some stable Lévy process evaluated at time \(t>0\). This gives rise to a convolution semigroup which satisfies the so-called `evolution equation' \({\partial p\over \partial t}=Lp(\cdot,t),\) where \(L\) is the infinitesimal generator of the process. Explicit (known) formulas for \(L\) are presented.
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stable Lévy process
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