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Perturbation of an alpha-stable type stochastic process by a pseudo-gradient
- Publication Year :
- 2023
-
Abstract
- We consider the Markov process defined by some pseudo-differential operator of the order $1<\alpha<2$ as the process generator. Using a pseudo-gradient operator, that is, the operator defined by the symbol $i\lambda|\lambda|^{\beta-1}$ with some $0<\beta<\alpha$, the perturbation of the Markov process by the pseudo-gradient with a multiplier integrable at some great enough power is constructed. Such perturbation defines a family of evolution operators, the properties of which are investigated.
- Subjects :
- Mathematics - Probability
60G52
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2306.15435
- Document Type :
- Working Paper