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arXiv 2017-02-09 0 views

The dyadic fractional diffusion kernel as a central limit

Aimar, Hugo · Gómez, Ivana · Morana, Federico

Original · EN

In this paper 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.

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