Back to Search Start Over

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

Authors :
Boiko, Mykola
Osypchuk, Mykhailo
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

Subjects :
Mathematics - Probability
60G52

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2306.15435
Document Type :
Working Paper