An existence and uniqueness theorem for the the heat equation associated to the Levy-Laplacian is proved and a simple explicit formula is derived. The associated {\it Levy heat semigroup} is used to construct a classical Markov process called the {\it Levy Brownian motion}
Accardi, L., Roselli, P., Smolyanov, O. (1993). The Brownian motion generated by the Lévy-Laplacian. MATEMATICESKIE ZAMETKI, 54(5), 1174-1177 [10.1007/BF01208399].
The Brownian motion generated by the Lévy-Laplacian
ACCARDI, LUIGI;ROSELLI, PAOLO;
1993-01-01
Abstract
An existence and uniqueness theorem for the the heat equation associated to the Levy-Laplacian is proved and a simple explicit formula is derived. The associated {\it Levy heat semigroup} is used to construct a classical Markov process called the {\it Levy Brownian motion}File in questo prodotto:
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