English

Space-time duality for semi-fractional diffusions

Probability 2021-06-15 v1 Analysis of PDEs

Abstract

Almost sixty years ago Zolotarev proved a duality result which relates an α\alpha-stable density for α(1,2)\alpha\in(1,2) to the density of a 1α\frac1{\alpha}-stable distribution on the positive real line. In recent years Zolotarev duality was the key to show space-time duality for fractional diffusions stating that certain heat-type fractional equations with a fractional derivative of order α\alpha in space are equivalent to corresponding time-fractional differential equations of order 1α\frac1{\alpha}. We review on this space-time duality and take it as a recipe for a generalization from the stable to the semistable situation.

Keywords

Cite

@article{arxiv.1905.05459,
  title  = {Space-time duality for semi-fractional diffusions},
  author = {Peter Kern and Svenja Lage},
  journal= {arXiv preprint arXiv:1905.05459},
  year   = {2021}
}

Comments

15 pages, 1 figure

R2 v1 2026-06-23T09:05:41.937Z