Probabilistic representation of fundamental solutions to frac{partial u}{partial t} = kappa_m frac{partial^m u}{partial x^m}
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🧮 math.PR
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partialasymmetricfracfundamentalheat-typerepresentationsolutionsstable
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For the fundamental solutions of heat-type equations of order $n$ we give a general stochastic representation in terms of damped oscillations with generalized gamma distributed parameters. By composing the pseudo-process $X_n$ related to the higher-order heat-type equation with positively skewed stable r.v.'s $T^j_{1/3}$, $j=1,2, ..., n$ we obtain genuine r.v.'s whose explicit distribution is given for $n=3$ in terms of Cauchy asymmetric laws. We also prove that $X_3(T^1_{1/3}(...(T^n_{(1/3)}(t))...))$ has a stable asymmetric law.
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