Evolution equations for Lévy stable processes (Q1964577)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Evolution equations for Lévy stable processes |
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