Continuous random walks and fractional powers of operators

DOI10.1016/J.JMAA.2013.09.048MaRDI QIDQ2019065zbMATH OpenOpenAlexFDO

Authors Mirko D'Ovidio

Publication date 27 March 2015

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.1846

zbMATH Keywords

compensated Poisson processcompound Poisson processfractional Laplacianstable process

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52)

Abstract: We derive a probabilistic representation for the Fourier symbols of the generators of some stable processes.

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Cited in

(4)

• Continuous products and random walks
• Characteristic functions and symbols in the theory of Feller processes
• Delayed and rushed motions through time change
• Variance gamma (nonlocal) equations

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