Stochastic solutions for fractional Cauchy problems. (Q4438546)
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scientific article; zbMATH DE number 2015741
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| English | Stochastic solutions for fractional Cauchy problems. |
scientific article; zbMATH DE number 2015741 |
Statements
9 December 2003
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fractional derivative
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Cauchy problem
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stable law
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Feller semigroup
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0.8154681324958801
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0.7939699292182922
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0.779816210269928
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0.777195155620575
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0.7677431702613831
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Stochastic solutions for fractional Cauchy problems. (English)
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Let \(\{T_t\}\) be a Feller semigroup associated to some infinitely divisible law on \({\mathbb R}^d\), let \(\beta \in ]0,1[\) and let \(\{T_t^\beta\}\) be the subordinated semigroup of \(\{T_t\}\) by means of the stable subordinator of order \(\beta\). The authors prove that \((t,x)\rightarrow T_t^\beta f(x)\) solves the associated fractional Cauchy problem.
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