Preprint No. A-04-03

Sabir Umarov, Rudolf Gorenflo

On multi-dimensional random walk models approximating symmetric space-fractional diffusion processes

Abstract: In the paper the multi-dimentional analog of the Gillis-Weiss random walk model is studied. The convergence of this random walk to a space-fractional diffusion process governed by a symmetric operator defined as a hypersingular integral or the inverse of the Riesz potential in the sense of distributions is proved.

Keywords: Multi-dimensional random walk, Cauchy problem, fractional diffusion equation, pseudo-differential operators, fundamental solution, hypersingular integral.

Mathematics Subject Classification (MSC2000): 26A33, 47B06, 47G30, 60G50, 60G52, 60G60

Language: ENG

Available: Pr-A-04-03.ps, Pr-A-04-03.ps.gz

Contact: Rudolf Gorenflo, Freie Universität Berlin, Fachbereich Mathematik und Informatik, Arnimallee 2-6, D-14195 Berlin, Germany (gorenflo@math.fu-berlin.de)

[Home Page] - [Up] - [Search] - [Help] - Created: 20040427 -