Symmetric $α$-stable subordinators and Cauchy problems
Abstract
Description
We survey the results in Nane (E. Nane, Higher order PDE's and iterated processes, Trans. American Math. Soc. (to appear)) and Baeumer, Meerschaert, and Nane (B. Baeumer, M.M. Meerschaert and E. Nane, Brownian subordinators and fractional Cauchy problems: Submitted (2007)) which deal with PDE connection of some iterated processes, and obtain a new probabilistic proof of the equivalence of the higher order PDE's and fractional in time PDE's.
7 pages, survey paper, changes to the initial use of fractional Cauchy problem
7 pages, survey paper, changes to the initial use of fractional Cauchy problem