Continuous random walks and fractional powers of operators

DOI10.1016/j.jmaa.2013.09.048zbMath1308.60053arXiv1211.1846MaRDI 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 process; stable process; fractional Laplacian; compensated Poisson process

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

35R60: PDEs with randomness, stochastic partial differential equations

60G52: Stable stochastic processes

Related Items

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

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