Approximation of Levy-Feller Diffusion by Random Walk

• 30 June 1999
• journal article
• Published by European Mathematical Society - EMS - Publishing House GmbH in Zeitschrift für Analysis und ihre Anwendungen
• Vol. 18  (2) , 231-246
• https://doi.org/10.4171/zaa/879

Abstract

Keywords

• STABLE PROBABILITY DISTRIBUTIONS
• RIESZ-FELLER POTENTIALS
• PSEUDO-DIFFERENTIAL EQUATIONS
• MARKOV PROCESSES
• RANDOM WALKS