# Symmetric α-stable stochastic process and the third initial-boundary-value problem for the corresponding pseudodifferential equation

**Abstract**

We consider a pseudodifferential equation of parabolic type with operator of fractional differentiation with respect to a space variable generating a symmetric $\alpha$ -stable process in a multidimensional Euclidean space with an initial condition and a boundary condition imposed on the values of an unknown function at the points of the boundary of a given domain. The last condition is quite similar to the condition of the so-called third (mixed) boundary-value problem in the theory of differential equations with the difference that a traditional (co)normal derivative is replaced in our problem with a pseudodifferential operator. Another specific feature of the analyzed problem is the two-sided character of the boundary condition, i.e., a consequence of the fact that, in the case of \alpha with values between 1 and 2, the corresponding process reaches the boundary making infinitely many visits to both the interior and exterior regions with respect to the boundary.

**Citation Example:** *Osipchuk M. M., Portenko N. I.* Symmetric α-stable stochastic process and the third
initial-boundary-value problem for the corresponding pseudodifferential equation // Ukr. Mat. Zh. - 2017. - **69**, № 10. - pp. 1406-1421.

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