Symmetric $α$-stable subordinators and Cauchy problems

Details Symmetric $α$-stable subordinators and Cauchy problems Symmetric $α$-stable subordinators and Cauchy problems

2007-09-12

arxiv.org/abs/0709.1919v2

IJPAM (International Journal of Pure and Applied Mathematics) Volume 42 no.2 (2008), 217-225

Mathematics

Probability

7 pages, survey paper, changes to the initial use of fractional Cauchy problem

Scientific paper

We survey the results in Nane (E. Nane, Higher order PDE's and iterated processes, Trans. American Math. Soc. (to appear)) and Baeumer, Meerschaert, and Nane (B. Baeumer, M.M. Meerschaert and E. Nane, Brownian subordinators and fractional Cauchy problems: Submitted (2007)) which deal with PDE connection of some iterated processes, and obtain a new probabilistic proof of the equivalence of the higher order PDE's and fractional in time PDE's.

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