Perturbation of an α-stable type stochastic process by a pseudo-gradient

Author:

Boiko Mykola,Osypchuk MykhailoORCID

Abstract

A Markov process defined by some pseudo-differential operator of an order $1\lt \alpha \lt 2$ as the process generator is considered. Using a pseudo-gradient operator, that is, the operator defined by the symbol $i\lambda |\lambda {|^{\beta -1}}$ with some $0\lt \beta \lt 1$, the perturbation of the Markov process under consideration by the pseudo-gradient with a multiplier, which is integrable at some large enough power, is constructed. Such perturbation defines a family of evolution operators, properties of which are investigated. A corresponding Cauchy problem is considered.

Publisher

VTeX

Reference19 articles.

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