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Czechoslovak Mathematical Journal

, Volume 69, Issue 1, pp 235–255 | Cite as

The Dyadic Fractional Diffusion Kernel as a Central Limit

  • Hugo AimarEmail author
  • Ivana Gómez
  • Federico Morana
Article
  • 17 Downloads

Abstract

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.

Keywords

central limit theorem dyadic diffusion fractional diffusion stable process wavelet analysis 

MSC 2010

60F05 60G52 35R11 

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Copyright information

© Institute of Mathematics of the Academy of Sciences of the Czech Republic, Praha, Czech Republic 2018

Authors and Affiliations

  1. 1.Instituto de Matemática Aplicada del LitoralUNL, CONICETSanta FeArgentina

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