Fractional Laplacians and Levy flights in bounded domains

Piotr Garbaczewski

Published 2018-02-27Version 1

We address L\'{e}vy-stable stochastic processes in bounded domains, with a focus on a discrimination between inequivalent proposals for what a boundary data-respecting fractional Laplacian (and thence the induced random process) should actually be. Versions considered are: restricted Dirichlet, spectral Dirichlet and regional (censored) fractional Laplacians. The affiliated random processes comprise: killed, reflected and conditioned L\'{e}vy flights, in particular those with an infinite life-time. The related concept of quasi-stationary distributions is briefly mentioned.