On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes

Umarov, Sabir, and Gorenflo, Rudolf. "On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes." Fractional Calculus and Applied Analysis 8.1 (2005): 73-88. <http://eudml.org/doc/11275>.

@article{Umarov2005,
abstract = {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).},
author = {Umarov, Sabir, Gorenflo, Rudolf},
journal = {Fractional Calculus and Applied Analysis},
keywords = {26A33; 47B06; 47G30; 60G50; 60G52; 60G60},
language = {eng},
number = {1},
pages = {73-88},
publisher = {Institute of Mathematics and Informatics Bulgarian Academy of Sciences},
title = {On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes},
url = {http://eudml.org/doc/11275},
volume = {8},
year = {2005},
}

TY - JOUR
AU - Umarov, Sabir
AU - Gorenflo, Rudolf
TI - On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes
JO - Fractional Calculus and Applied Analysis
PY - 2005
PB - Institute of Mathematics and Informatics Bulgarian Academy of Sciences
VL - 8
IS - 1
SP - 73
EP - 88
AB - 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).
LA - eng
KW - 26A33; 47B06; 47G30; 60G50; 60G52; 60G60
UR - http://eudml.org/doc/11275
ER -