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Continuous random walks and fractional powers of operators
Authors:Mirko DʼOvidio
Institution:Dipartimento di Scienze di Base e Applicate per l?Ingegneria, Sapienza University of Rome, A. Scarpa 10, 00161, Rome, Italy
Abstract:We derive a probabilistic representation for the Fourier symbols of the generators of some stable processes. This short paper represents a bridge between probabilists and researchers working in PDE?s.
Keywords:Fractional Laplacian  Stable process  Compound Poisson process  Compensated Poisson process
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