Evolution equations for Lévy stable processes (Q1964577)

From MaRDI portal





scientific article; zbMATH DE number 1404205
Language Label Description Also known as
English
Evolution equations for Lévy stable processes
scientific article; zbMATH DE number 1404205

    Statements

    Evolution equations for Lévy stable processes (English)
    0 references
    20 February 2000
    0 references
    Let \(p(\cdot,t)\) be the probability density of the distribution of some stable Lévy process evaluated at time \(t>0\). This gives rise to a convolution semigroup which satisfies the so-called `evolution equation' \({\partial p\over \partial t}=Lp(\cdot,t),\) where \(L\) is the infinitesimal generator of the process. Explicit (known) formulas for \(L\) are presented.
    0 references
    stable Lévy process
    0 references
    0 references
    0 references

    Identifiers