Geodesic
The dyadic fractional diffusion kernel as a central limit
Czechoslovak Mathematical Journal, Tome 69 (2019) no. 1, pp. 235-255

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

We obtain the fundamental solution kernel of dyadic diffusions in $\mathbb {R}^+$ as a central limit of dyadic mollification of iterations of stable Markov kernels. The main tool is provided by the substitution of classical Fourier analysis by Haar wavelet analysis.
DOI : 10.21136/CMJ.2018.0274-17
Classification : 35R11, 60F05, 60G52
Keywords: central limit theorem; dyadic diffusion; fractional diffusion; stable process; wavelet analysis 
@article{10_21136_CMJ_2018_0274_17,
     author = {Aimar, Hugo and G\'omez, Ivana and Morana, Federico},
     title = {The dyadic fractional diffusion kernel as a central limit},
     journal = {Czechoslovak Mathematical Journal},
     pages = {235--255},
     publisher = {mathdoc},
     volume = {69},
     number = {1},
     year = {2019},
     doi = {10.21136/CMJ.2018.0274-17},
     mrnumber = {3923587},
     zbl = {07088782},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/CMJ.2018.0274-17/}
}
TY  - JOUR
AU  - Aimar, Hugo
AU  - Gómez, Ivana
AU  - Morana, Federico
TI  - The dyadic fractional diffusion kernel as a central limit
JO  - Czechoslovak Mathematical Journal
PY  - 2019
SP  - 235
EP  - 255
VL  - 69
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.21136/CMJ.2018.0274-17/
DO  - 10.21136/CMJ.2018.0274-17
LA  - en
ID  - 10_21136_CMJ_2018_0274_17
ER  - 
%0 Journal Article
%A Aimar, Hugo
%A Gómez, Ivana
%A Morana, Federico
%T The dyadic fractional diffusion kernel as a central limit
%J Czechoslovak Mathematical Journal
%D 2019
%P 235-255
%V 69
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.21136/CMJ.2018.0274-17/
%R 10.21136/CMJ.2018.0274-17
%G en
%F 10_21136_CMJ_2018_0274_17
Aimar, Hugo; Gómez, Ivana; Morana, Federico. The dyadic fractional diffusion kernel as a central limit. Czechoslovak Mathematical Journal, Tome 69 (2019) no. 1, pp. 235-255. doi: 10.21136/CMJ.2018.0274-17

Cité par Sources :