Nonlocal Hormander's hypoellipticity theorem
Probability
2014-04-08 v4
Abstract
Consider the following nonlocal integro-differential operator: for α∈(0,2), Lσ,b(α)f(x):=\mboxp.v.∫Rd−{0}∣z∣d+αf(x+σ(x)z)−f(x)dz+b(x)⋅∇f(x), where σ:Rd→Rd×Rd and b:Rd→Rd are two Cb∞-functions, and p.v. stands for the Cauchy principal value. Let B1(x):=σ(x) and Bj+1(x):=b(x)⋅∇Bj(x)−∇b(x)⋅Bj(x) for j∈N. Under the following H\"ormander's type condition: for any x∈Rd and some n=n(x)∈N, Rank[B1(x),B2(x),⋯,Bn(x)]=d, by using the Malliavin calculus, we prove the existence of the heat kernel ρt(x,y) to the operator Lσ,b(α) as well as the continuity of x↦ρt(x,⋅) in L1(Rd) for each t>0. Moreover, when σ(x)=σ is constant, under the following uniform H\"ormander's type condition: for some j0∈N, x∈Rdinf∣u∣=1infj=1∑j0∣uBj(x)∣2>0, we also prove the smoothness of (t,x,y)↦ρt(x,y) with ρt(⋅,⋅)∈Cb∞(Rd×Rd) for each t>0.
Cite
@article{arxiv.1306.5016,
title = {Nonlocal Hormander's hypoellipticity theorem},
author = {Xicheng Zhang},
journal= {arXiv preprint arXiv:1306.5016},
year = {2014}
}
Comments
30pp. Correct some typos