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Title: On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes
Authors: Umarov, Sabir
Gorenflo, Rudolf
Keywords: Multi-Dimensional Random Walk
Cauchy Problem
Fractional Diffusion Equation
Pseudo-Differential Operators
Fundamental Solution
Hypersingular Integral
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.
ISSN: 1311-0454
Appears in Collections:2005

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