• 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