Bilateral estimates of some pseudo-derivatives of the transition probability density of an isotropic $\alpha$-stable stochastic process
Abstract
In the paper, the transition probability density of isotropic $\alpha$-stable stochastic process in a finite dimensional Euclidean space is considered. The results of applying pseudo differential operators with respect spatial variables to this function are estimated from the both side: above and below. Operators in the consideration are defined by the symbols $|\lambda|^\varkappa$ and $\lambda|\lambda|^{\varkappa-1}$, where $\varkappa$ is some constant. The first operator with negative sign is fractional Laplacian and the second one multiplied by imaginary unit is fractional gradient.
- Publication:
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arXiv e-prints
- Pub Date:
- May 2023
- DOI:
- arXiv:
- arXiv:2305.12790
- Bibcode:
- 2023arXiv230512790O
- Keywords:
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- Mathematics - Probability;
- Mathematics - Analysis of PDEs;
- 35S05;
- 60G52
- E-Print:
- doi:10.15330/cmp.15.2.381-387