Multi-Dimensional Random Walk Cauchy Problem Fractional Diffusion Equation Pseudo-Differential Operators Fundamental Solution Hypersingular Integral 26A33 47B06 47G30 60G50 60G52 60G60
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.
