The dyadic fractional diffusion kernel as a central limit
classification
🧮 math.AP
keywords
dyadicanalysiscentralkernellimitclassicaldiffusiondiffusions
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In this paper we obtain the fundamental solution kernel of dyadic diffusions in $\mathbb{R}^+$ 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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