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 -stable density for to the density of a -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 in space are equivalent to corresponding time-fractional differential equations of order . We review on this space-time duality and take it as a recipe for a generalization from the stable to the semistable situation.
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