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Issue ESAIM: PROC
Volume 5, 1998
Fractional Differential Systems: Models, Methods and Applications
Page(s) 1 - 13
DOI 10.1051/proc:1998008

ESAIM: Proc., 1998, Vol. 5, pp. 1-13
DOI: 10.1051/proc:1998008

Étude du comportement asymptotique de solutions d'équations de diffusions généralisées et de processus non gaussiens

Sina Akhbari, Michèle Mastrangelo and Burbuque Pepo

Université de Paris 6, Mathématiques, 4, Place Jussieu, 75252 Paris cedex 05, France


Résumé
Dans cet article, on analyse le comportement asymptotique des solutions des équations de la chaleur d'ordres impairs et rationnels. On utilisera pour cela la méthode dite du ''point selle''. On étudiera également différents problèmes posés par les ''diffusions'' non gaussiennes. On s'est inspirés pour cela de problèmes physiques classiques d'hyper ou d'hypo-diffusions.



© EDP Sciences, ESAIM 1998


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