The dyadic fractional diffusion kernel as a central limit
Hugo Aimar; Ivana Gómez; Federico Morana
Czechoslovak Mathematical Journal (2019)
- Volume: 69, Issue: 1, page 235-255
- ISSN: 0011-4642
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topAimar, Hugo, Gómez, Ivana, and Morana, Federico. "The dyadic fractional diffusion kernel as a central limit." Czechoslovak Mathematical Journal 69.1 (2019): 235-255. <http://eudml.org/doc/294505>.
@article{Aimar2019,
abstract = {We obtain the fundamental solution kernel of dyadic diffusions in $\mathbb \{R\}^+$ as a central limit of dyadic mollification of iterations of stable Markov kernels. The main tool is provided by the substitution of classical Fourier analysis by Haar wavelet analysis.},
author = {Aimar, Hugo, Gómez, Ivana, Morana, Federico},
journal = {Czechoslovak Mathematical Journal},
keywords = {central limit theorem; dyadic diffusion; fractional diffusion; stable process; wavelet analysis},
language = {eng},
number = {1},
pages = {235-255},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {The dyadic fractional diffusion kernel as a central limit},
url = {http://eudml.org/doc/294505},
volume = {69},
year = {2019},
}
TY - JOUR
AU - Aimar, Hugo
AU - Gómez, Ivana
AU - Morana, Federico
TI - The dyadic fractional diffusion kernel as a central limit
JO - Czechoslovak Mathematical Journal
PY - 2019
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 69
IS - 1
SP - 235
EP - 255
AB - We obtain the fundamental solution kernel of dyadic diffusions in $\mathbb {R}^+$ as a central limit of dyadic mollification of iterations of stable Markov kernels. The main tool is provided by the substitution of classical Fourier analysis by Haar wavelet analysis.
LA - eng
KW - central limit theorem; dyadic diffusion; fractional diffusion; stable process; wavelet analysis
UR - http://eudml.org/doc/294505
ER -
References
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