Fractional equations via convergence of forms (Q2175760)
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| Language | Label | Description | Also known as |
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| English | Fractional equations via convergence of forms |
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Fractional equations via convergence of forms (English)
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30 April 2020
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In this paper, the authors investigate time-changed Lévy processes and relate these processes to Dirichlet forms. As a main result they show under which conditions the convergence of the Dirchlet forms and the convergence of the time changed processes are equivalent. The result is applied to skew diffusions and reflected Brownian motion.
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fractional time derivative
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inverse subordinator
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Dirichlet form
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Mosco convergence
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