Please use this identifier to cite or link to this item: http://hdl.handle.net/10525/1243

 Title: On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes Authors: Umarov, SabirGorenflo, Rudolf Keywords: Multi-Dimensional Random WalkCauchy ProblemFractional Diffusion EquationPseudo-Differential OperatorsFundamental SolutionHypersingular Integral26A3347B0647G3060G5060G5260G60 Issue Date: 2005 Publisher: Institute of Mathematics and Informatics Bulgarian Academy of Sciences Citation: Fractional Calculus and Applied Analysis, Vol. 8, No 1, (2005), 73p-88p Abstract: 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. Description: Mathematics Subject Classification: 26A33, 47B06, 47G30, 60G50, 60G52, 60G60. URI: http://hdl.handle.net/10525/1243 ISSN: 1311-0454 Appears in Collections: 2005

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