Reflected symmetric alpha-stable processes and regional fractional Laplacian

doi:10.1007/s00440-005-0438-3

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	Reflected symmetric alpha-stable processes and regional fractional Laplacian
	Guan, QY; Ma, ZM
	2006-04-01
发表期刊	PROBABILITY THEORY AND RELATED FIELDS
ISSN	0178-8051
卷号	134 期号:4 页码:649-694
摘要	In this paper we investigate the reflected symmetric alpha-stable processes and their generators. We show that the generators are regional fractional Laplacians on the closed region. In the case of 1 <= alpha < 2 their existence requires that partial derivative u/partial derivative n = 0 on the boundary. Among other things we obtain the integration by parts formula of the regional fractional Laplacian and the semi-martingale decomposition of the reflected symmetric alpha-stable processes.
关键词	reflected symmetric alpha-stable process regional fractional Laplacian integration by parts formula semi-martingale decomposition
DOI	10.1007/s00440-005-0438-3
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000235112500005
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3282
专题	应用数学研究所
通讯作者	Guan, QY
作者单位	Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Guan, QY,Ma, ZM. Reflected symmetric alpha-stable processes and regional fractional Laplacian[J]. PROBABILITY THEORY AND RELATED FIELDS,2006,134(4):649-694.
APA	Guan, QY,&Ma, ZM.(2006).Reflected symmetric alpha-stable processes and regional fractional Laplacian.PROBABILITY THEORY AND RELATED FIELDS,134(4),649-694.
MLA	Guan, QY,et al."Reflected symmetric alpha-stable processes and regional fractional Laplacian".PROBABILITY THEORY AND RELATED FIELDS 134.4(2006):649-694.