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One type of singular perturbations of a multidimensional stable process
M. M. Osypchuka,
M. I. Portenkob a Vasyl Stefanyk Precarpathian National University
b Institute of Mathematics of Ukrainian National Academy of Sciences
Аннотация:
A semigroup of linear operators on the space of all continuous bounded functions given on a
$d$-dimensional Euclidean space
$\mathbb{R}^d$ is constructed such that its generator can be written in the following form
$$ \mathbf{A}+q(x)\delta_S(x)\mathbf{B}_\nu, $$
where
$\mathbf{A}$ is the generator of a symmetric stable process in
$\mathbb{R}^d$ (that is, a pseudo-differential operator whose symbol is given by
$(-c|\xi|^\alpha)_{\xi\in\mathbb{R}^d}$, parameters
$c>0$ and
$\alpha\in(1,2]$ are fixed);
$\mathbf{B}_\nu$ is the operator with the symbol $(2ic|\xi|^{\alpha-2}(\xi,\nu))_{\xi\in\mathbb{R}^d}$ (
$i=\sqrt{-1}$ and
$\nu\in\mathbb{R}^d$ is a fixed unit vector);
$S$ is a hyperplane in
$\mathbb{R}^d$ that is orthogonal to
$\nu$;
$(\delta_S(x))_{x\in\mathbb{R}^d}$ is a generalized function whose action on a test function consists in integrating the latter one over
$S$ (with respect to Lebesgue measure on
$S$); and
$(q(x))_{x\in S}$ is a given bounded continuous function with real values. This semigroup is generated by some kernel that can be given by an explicit formula. However, there is no Markov process in
$\mathbb{R}^d$ corresponding to this semigroup because it does not preserve the property of a function to take on only non-negative values.
Ключевые слова:
Markov process, Wiener process, symmetric stable process, singular perturbation, pseudo-differential operator, pseudo-differential equation, semigroup of operators, transition probability density.
MSC: Primary
47D06,
47G30; Secondary
60E07,
60G52
Язык публикации: английский