Continuous random walks and fractional powers of operators

DOI10.1016/j.jmaa.2013.09.048zbMath1308.60053arXiv1211.1846OpenAlexW2150617804MaRDI QIDQ2019065

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

compound Poisson processstable processfractional Laplaciancompensated Poisson process

Mathematics Subject Classification ID

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

Related Items (2)

Variance gamma (nonlocal) equations ⋮ Delayed and rushed motions through time change

Cites Work

• Hitchhiker's guide to the fractional Sobolev spaces
• From Sturm-Liouville problems to fractional and anomalous diffusions
• On the fractional counterpart of the higher-order equations
• Exponential functionals of Brownian motion. I: Probability laws at fixed time
• Statistical inference for reciprocal gamma diffusion process
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• Characteristic functions and symbols in the theory of Feller processes
• Markov semigroups generated by a Poisson driven differential equation
• Diffusion-type models with given marginal distribution and autocorrelation function
• Alternative forms of compound fractional Poisson processes
• From the long jump random walk to the fractional Laplacian
• Bernstein functions. Theory and applications
• Stochastic models for fractional calculus
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