The Dyadic Fractional Diffusion Kernel as a Central Limit
We obtain the fundamental solution kernel of dyadic diffusions in 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.
| Autores: | , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2019 |
| País: | Argentina |
| Institución: | Consejo Nacional de Investigaciones Científicas y Técnicas |
| Repositorio: | CONICET Digital (CONICET) |
| Idioma: | inglés |
| OAI Identifier: | oai:ri.conicet.gov.ar:11336/88702 |
| Acceso en línea: | http://hdl.handle.net/11336/88702 |
| Access Level: | acceso abierto |
| Palabra clave: | CENTRAL LIMIT THEOREM DYADIC DIFFUSION FRACTIONAL DIFFUSION STABLE PROCESS WAVELET ANALYSIS https://purl.org/becyt/ford/1.1 https://purl.org/becyt/ford/1 |
| Sumario: | We obtain the fundamental solution kernel of dyadic diffusions in 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. |
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