Multi-Dimensional Random Walk Cauchy Problem Fractional Diffusion Equation Pseudo-Differential Operators Fundamental Solution Hypersingular Integral 26A33 47B06 47G30 60G50 60G52 60G60
Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Fractional Calculus and Applied Analysis, Vol. 8, No 1, (2005), 73p-88p
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.