KMS Of Academy of mathematics and systems sciences, CAS
| Reflected symmetric alpha-stable processes and regional fractional Laplacian | |
Guan, QY ; Ma, ZM
| |
| 2006-04-01 | |
| Source Publication | PROBABILITY THEORY AND RELATED FIELDS
 |
| ISSN | 0178-8051 |
| Volume | 134Issue:4Pages:649-694 |
| Abstract | 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. |
| Keyword | reflected symmetric alpha-stable process regional fractional Laplacian integration by parts formula semi-martingale decomposition |
| DOI | 10.1007/s00440-005-0438-3 |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Statistics & Probability |
| WOS ID | WOS:000235112500005 |
| Publisher | SPRINGER |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/3282 |
| Collection | 应用数学研究所 |
| Corresponding Author | Guan, QY |
| Affiliation | Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
| Recommended Citation 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. |
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