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

Umarov, Sabir; Gorenflo, Rudolf

Fractional Calculus and Applied Analysis (2005)

- Volume: 8, Issue: 1, page 73-88
- ISSN: 1311-0454

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topUmarov, 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 -

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