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Solutions to the Cauchy problem for the family of stable probability laws

Published online by Cambridge University Press:  01 July 2016

John Brode
John Brode*
Affiliation:
(Harvard University)
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Abstract

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Type
Ninth Conference on Stochastic Processes and their Applications, Evanston, Illinois, 6–10 August 1979
Information
Advances in Applied Probability , Volume 12 , Issue 2 , June 1980 , pp. 281
Copyright
Copyright © Applied Probability Trust 1980 

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References

1. Feller, W. (1952) On a generalization of Marcel Riesz' potentials and the semigroup generated by them. Comm. Sem. Math. Univ. Lund, 73–78.Google Scholar
2. Riesz, M. (1949) L'intégrale de Riemann–Liouville et le problème de Cauchy. Acta Math. 81, 1–223.Google Scholar