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Perturbation of an isotropic \(\alpha \)-stable stochastic process by a pseudo-gradient with a generalized coefficient. (English) Zbl 1543.60053

Summary: The article is devoted to the perturbation of an isotropic \(\alpha \)-stable stochastic process in a finite-dimensional Euclidean space by a pseudo-gradient operator multiplied by a delta-function on a hypersurface. This is analogous to the construction of some membrane in the phase space. Semigroup of operators on the space of continuous bounded functions is constructed. It has the infinitesimal generator (in some generalized sense) \(c \Delta_\alpha +(q \delta_S \nu\), \(\nabla_\beta)\), where \(c\) is some positive constant, \( \Delta_\alpha\) is the fractional Laplacian of the order \(\alpha, \delta_S\) is the delta-function on the hypersurface \(S\), which has a normal vector \(\nu, q\) is some continuous bounded function, \( \nabla_\beta\) is a fractional gradient (pseudo-gradient), that is the pseudo-differentional operator defined by the symbol \(i \lambda | \lambda |^{\beta - 1} \). The order of the pseudo-gradient is less than \(\alpha - 1\). Some properties of the obtained semigroup are investigated. This semigroup defines a pseudo-process.

MSC:

60G52 Stable stochastic processes
35S05 Pseudodifferential operators as generalizations of partial differential operators
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60J35 Transition functions, generators and resolvents

References:

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