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Nonlocal Hormander's hypoellipticity theorem

Probability 2014-04-08 v4

Abstract

Consider the following nonlocal integro-differential operator: for α(0,2)\alpha\in(0,2), Lσ,b(α)f(x):=\mboxp.v.Rd{0}f(x+σ(x)z)f(x)zd+αdz+b(x)f(x), \cal L^{(\alpha)}_{\sigma,b} f(x):=\mbox{p.v.} \int_{\mathbb{R}^d-\{0\}}\frac{f(x+\sigma(x)z)-f(x)}{|z|^{d+\alpha}}d z+b(x)\cdot\nabla f(x), where σ:RdRd×Rd\sigma:\mathbb{R}^d\to\mathbb{R}^d\times\mathbb{R}^d and b:RdRdb:\mathbb{R}^d\to\mathbb{R}^d are two CbC^\infty_b-functions, and p.v. stands for the Cauchy principal value. Let B1(x):=σ(x)B_1(x):=\sigma(x) and Bj+1(x):=b(x)Bj(x)b(x)Bj(x)B_{j+1}(x):=b(x)\cdot\nabla B_j(x)-\nabla b(x)\cdot B_j(x) for jNj\in\mathbb{N}. Under the following H\"ormander's type condition: for any xRdx\in\mathbb{R}^d and some n=n(x)Nn=n(x)\in\mathbb{N}, Rank[B1(x),B2(x),,Bn(x)]=d, \mathrm{Rank}[B_1(x), B_2(x),\cdots, B_n(x)]=d, by using the Malliavin calculus, we prove the existence of the heat kernel ρt(x,y)\rho_t(x,y) to the operator Lσ,b(α)\cal L^{(\alpha)}_{\sigma,b} as well as the continuity of xρt(x,)x\mapsto \rho_t(x,\cdot) in L1(Rd)L^1(\mathbb{R}^d) for each t>0t>0. Moreover, when σ(x)=σ\sigma(x)=\sigma is constant, under the following uniform H\"ormander's type condition: for some j0Nj_0\in\mathbb{N}, infxRdinfu=1j=1j0uBj(x)2>0, \inf_{x\in\mathbb{R}^d}\inf_{|u|=1}\sum_{j=1}^{j_0}|u B_j(x)|^2>0, we also prove the smoothness of (t,x,y)ρt(x,y)(t,x,y)\mapsto\rho_t(x,y) with ρt(,)Cb(Rd×Rd)\rho_t(\cdot,\cdot)\in C^\infty_b(\mathbb{R}^d\times\mathbb{R}^d) for each t>0t>0.

Keywords

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

R2 v1 2026-06-22T00:37:51.315Z