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Keywords:
central limit theorem; dyadic diffusion; fractional diffusion; stable process; wavelet analysis
central limit theorem; dyadic diffusion; fractional diffusion; stable process; wavelet analysis
Summary:
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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