Abstract
AbstractWe consider the problem of existence of a (unique) weak solution to the SDE describing symmetric α‐stable process with a locally unbounded drift , , . In this paper, b belongs to the class of weakly form‐bounded vector fields, the class providing the L2 theory of the non‐local operator behind the SDE, i.e. . It contains as proper sub‐classes other classes of singular vector fields studied in the literature in connection with this operator, such as the Kato class, the weak class and the Campanato–Morrey class (in general, such b makes invalid the standard heat kernel estimates in terms of the heat kernel of the fractional Laplacian). We show that the operator with weakly form‐bounded b admits a realization as (minus) Feller generator, and that the probability measures determined by the Feller semigroup (uniquely in appropriate sense) admit description as weak solutions to the corresponding SDE. The proof is based on detailed regularity theory of in , .
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.