The Dyadic Fractional Diffusion Kernel as a Central Limit
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We obtain the fundamental solution kernel of dyadic diffusions in ℝ+ as a central limit of dyadic mollification of iterations of stable Markov kernels. The main tool is provided by the substitution of classical Fourier analysis by Haar wavelet analysis.
Keywordscentral limit theorem dyadic diffusion fractional diffusion stable process wavelet analysis
MSC 201060F05 60G52 35R11
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