Title of article :
The distribution of the local time for “pseudoprocesses” and its connection with fractional diffusion equations
Author/Authors :
Beghin، نويسنده , , L. and Orsingher، نويسنده , , E.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
24
From page :
1017
To page :
1040
Abstract :
We prove that the pseudoprocesses governed by heat-type equations of order n ⩾ 2 have a local time in zero (denoted by L 0 n ( t ) ) whose distribution coincides with the folded fundamental solution of a fractional diffusion equation of order 2 ( n - 1 ) / n , n ⩾ 2 . stribution of L 0 n ( t ) is also expressed in terms of stable laws of order n / ( n - 1 ) and their form is analyzed. Furthermore, it is proved that the distribution of L 0 n ( t ) is connected with a wave equation as n → ∞ . stribution of the local time in zero for the pseudoprocess related to the Myiamotoʹs equation is also derived and examined together with the corresponding telegraph-type fractional equation.
Keywords :
Local time , Wright functions , Stable laws , Mittag–Leffler functions , Fractional diffusion equations , Vandermonde determinant , Feynman–Kac functional , Heat-type equation
Journal title :
Stochastic Processes and their Applications
Serial Year :
2005
Journal title :
Stochastic Processes and their Applications
Record number :
1577636
Link To Document :
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