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Theory of Stochastic Processes, 2016, Volume 21(37), Issue 1, Pages 64–72 (Mi thsp121)  

On some perturbations of a symmetric stable process and the corresponding Cauchy problems

M. M. Osypchuk

Vasyl Stefanyk Precarpathian National University
References:
Abstract: 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 $\frac{\partial u}{\partial t}=(\mathbf{A}+(a(\cdot),\mathbf{B}))u$.
Keywords: Markov process, Wiener process, symmetric stable process, perturbation, pseudo-differential operator, pseudo-differential equation, transition probability density.
Bibliographic databases:
Document Type: Article
MSC: Primary 60G52, 47D06; Secondary 47G30
Language: English
Citation: M. M. Osypchuk, “On some perturbations of a symmetric stable process and the corresponding Cauchy problems”, Theory Stoch. Process., 21(37):1 (2016), 64–72
Citation in format AMSBIB
\Bibitem{Osy16}
\by M.~M.~Osypchuk
\paper On some perturbations of a symmetric stable process and the corresponding Cauchy problems
\jour Theory Stoch. Process.
\yr 2016
\vol 21(37)
\issue 1
\pages 64--72
\mathnet{http://mi.mathnet.ru/thsp121}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3571413}
\zmath{https://zbmath.org/?q=an:1363.60071}
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