Symmetric α-stable stochastic process and the third initial-boundary-value problem for the corresponding pseudodifferential equation

• Date: 2017
• Main Authors: Osipchuk, M. M., Portenko, N. I., Осипчук, М. М., Портенко, М. І.
• Format: Article
• Language: Ukrainian
• Published: Institute of Mathematics, NAS of Ukraine 2017
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/1790
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

We consider a pseudodifferential equation of parabolic type with operator of fractional differentiation with respect to a space variable generating a symmetric $\alpha$ -stable process in a multidimensional Euclidean space with an initial condition and a boundary condition imposed on the values of a...