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R. Blumenthal, R. Getoor, D. Ray (1961)
On the distribution of first hits for the symmetric stable processes.Transactions of the American Mathematical Society, 99
G. Kallianpur, D. Kannan, R. Karandikar (1985)
Analytic and sequential Feynman integrals on abstract Wiener and Hilbert spaces, and a Cameron-Martin formulaAnnales De L Institut Henri Poincare-probabilites Et Statistiques, 21
I. Podlubny (1999)
Fractional differential equations : an introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
R. Getoor (1961)
First passage times for symmetric stable processes in spaceTransactions of the American Mathematical Society, 101
. It is shown that the unique solution of\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$\begin{cases}{\frac{\partial }{\partial t}}\psi & (t, x) = -(z^2)^{\alpha/2}(-triangle)^{\alpha/2}\psi(t, x)+V(z, x)\psi(t, x),\\\psi& (0,x) = f(x), \end{cases}$$\end{document}} can be represented as {\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$\Psi(t,x)=\Bbb E f(x+(z)^{1/\alpha}X_s)\exp\left\{ \int_0^t V(z, x+(z)^{1\alpha} X_u)\,du\right\},$$\end{document}} where X=(Xt , t≥ 0)is a stable process whose generator is (-Δ)α/2with X0=0 .
Applied Mathematics & Optimization – Springer Journals
Published: Nov 1, 2000
Keywords: Fractional Laplacian; Schrödinger equations; Analytic continuation; Symmetric stable processes; Feynman—Kac formula; Exponential integrability; Markov property; AMS Classification. Primary 60H05, 60H10, Secondary 90A09, 90A12.
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