Reflected symmetric alpha-stable processes and regional fractional Laplacian
文献类型：期刊论文
| 作者 | Guan, QY ; Ma, ZM
|
| 刊名 | PROBABILITY THEORY AND RELATED FIELDS
 |
| 出版日期 | 2006-04-01 |
| 卷号 | 134期号:4页码:649-694 |
| 关键词 | reflected symmetric alpha-stable process regional fractional Laplacian integration by parts formula semi-martingale decomposition |
| ISSN号 | 0178-8051 |
| DOI | 10.1007/s00440-005-0438-3 |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000235112500005 |
| 出版者 | SPRINGER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/3281]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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