Space-time duality for semi-fractional diffusions

DOI10.1007/978-3-030-59649-1_11zbMATH Open1462.35441arXiv1905.05459OpenAlexW2945873200MaRDI QIDQ2019741FDOQ2019741

Svenja Lage, Peter Kern

Publication date: 22 April 2021

Abstract: Almost sixty years ago Zolotarev proved a duality result which relates an $alpha$-stable density for $alphain(1,2)$ to the density of a $frac1alpha$-stable distribution on the positive real line. In recent years Zolotarev duality was the key to show space-time duality for fractional diffusions stating that certain heat-type fractional equations with a fractional derivative of order $alpha$ in space are equivalent to corresponding time-fractional differential equations of order $frac1alpha$. We review on this space-time duality and take it as a recipe for a generalization from the stable to the semistable situation.

Full work available at URL: https://arxiv.org/abs/1905.05459

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zbMATH Keywords

subordinatorfractional diffusionZolotarev dualityhitting-timesemi-fractional derivative[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=semistable+L%EF%BF%BD%EF%BF%BDvy+process&go=Go semistable L��vy process]

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Self-similar stochastic processes (60G18)

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Cited In (4)

• Inversion of the space and time of stable Lévy processes
• On self-similar Bernstein functions and corresponding generalized fractional derivatives
• Space–Time Duality for Fractional Diffusion
• How smooth can the convex hull of a Lévy path be?

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