On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes
| Data(s) |
27/08/2010
27/08/2010
2005
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|---|---|
| Resumo |
Mathematics Subject Classification: 26A33, 47B06, 47G30, 60G50, 60G52, 60G60. In this paper the multi-dimensional analog of the Gillis-Weiss random walk model is studied. The convergence of this random walk to a fractional diffusion process governed by a symmetric operator defined as a hypersingular integral or the inverse of the Riesz potential in the sense of distributions is proved. * Supported by German Academic Exchange Service (DAAD). |
| Identificador |
Fractional Calculus and Applied Analysis, Vol. 8, No 1, (2005), 73p-88p 1311-0454 |
| Idioma(s) |
en |
| Publicador |
Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
| Palavras-Chave | #Multi-Dimensional Random Walk #Cauchy Problem #Fractional Diffusion Equation #Pseudo-Differential Operators #Fundamental Solution #Hypersingular Integral #26A33 #47B06 #47G30 #60G50 #60G52 #60G60 |
| Tipo |
Article |
