RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2022 Volume 515, Pages 5–18 (Mi znsl7251)

A probabilistic representation of the fractional differential operator

T. E. Abildaev

Saint Petersburg State University

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.

UDC: 519.2

Received: 18.10.2022



© Steklov Math. Inst. of RAS, 2024