Zapiski Nauchnykh Seminarov POMI
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Zap. Nauchn. Sem. POMI:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Zapiski Nauchnykh Seminarov POMI, 2022, Volume 515, Pages 5–18 (Mi znsl7251)  

A probabilistic representation of the fractional differential operator

T. E. Abildaev

Saint Petersburg State University
References:
Abstract: We consider a class of Lévy processes that includes symmetric $\alpha$-stable processes for $\alpha \in (1,2)$. We obtain a family of stochastic operators using these processes and study the family's properties. We show that constructed stochastic operators approximate the fractional differential operator of order $\alpha$ for the spectral parameter with non-positive real part.
Key words and phrases: stochastic processes, Levy processes, stable processes, local time.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 075-15-2022-289
Received: 18.10.2022
Document Type: Article
UDC: 519.2
Language: Russian
Citation: T. E. Abildaev, “A probabilistic representation of the fractional differential operator”, Probability and statistics. Part 33, Zap. Nauchn. Sem. POMI, 515, POMI, St. Petersburg, 2022, 5–18
Citation in format AMSBIB
\Bibitem{Abi22}
\by T.~E.~Abildaev
\paper A probabilistic representation of the fractional differential operator
\inbook Probability and statistics. Part~33
\serial Zap. Nauchn. Sem. POMI
\yr 2022
\vol 515
\pages 5--18
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7251}
Linking options:
  • https://www.mathnet.ru/eng/znsl7251
  • https://www.mathnet.ru/eng/znsl/v515/p5
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
    Statistics & downloads:
    Abstract page:49
    Full-text PDF :12
    References:13
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024