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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}
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  • https://www.mathnet.ru/eng/znsl/v515/p5
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