On some perturbations of a symmetric stable process and the corresponding Cauchy problems
M. M. Osypchuk Vasyl Stefanyk Precarpathian National University
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}+(a(\cdot),\mathbf{B}), $ where
$\mathbf{A}$ is the generator of a symmetric stable process in
$\mathbb{R}^d$ with the exponent
$\alpha\in(1,2]$,
$\mathbf{B}$ is the operator that is determined by the equality
$\mathbf{A}=c\ \mathbf{div}(\mathbf{B})$ (
$c>0$ is a given parameter), and a given
$\mathbb{R}^d$-valued function
$a\in L_p(\mathbb{R}^d)$ for some
$p>d+\alpha$ (the case of
$p=+\infty$ is not exclusion). 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. We construct a solution of the Cauchy problem for the parabolic equation $\frac{\partial u}{\partial t}=(\mathbf{A}+(a(\cdot),\mathbf{B}))u$.
Ключевые слова:
Markov process, Wiener process, symmetric stable process, perturbation, pseudo-differential operator, pseudo-differential equation, transition probability density.
MSC: Primary
60G52,
47D06; Secondary
47G30
Язык публикации: английский