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We construct a strong Feller process associated with $-\Delta + \sigma \cdot \nabla$, with drift $\sigma$ in a wide class of measures (weakly form-bounded measures, e.g. combining weak $L^d$ and Kato class measure singularities), by…

Analysis of PDEs · Mathematics 2015-09-10 Damir Kinzebulatov

We consider the problem of existence of a (unique) weak solution to the SDE describing symmetric $\alpha$-stable process with a locally unbounded drift $b:\mathbb R^d \rightarrow \mathbb R^d$, $d \geq 3$, $1<\alpha<2$. In this paper, $b$…

Probability · Mathematics 2020-02-18 D. Kinzebulatov , K. R. Madou

We develop a detailed regularity theory of $-\Delta +b\cdot\nabla$ in $L^p(\mathbb R^d)$, for a wide class of vector fields. The $L^p$-theory allows us to construct associated strong Feller process in $C_\infty(\mathbb R^d)$. Our starting…

Analysis of PDEs · Mathematics 2015-03-30 Damir Kinzebulatov

For an increasing sequence $(T_n)$ of one-parameter semigroups of sub Markovian kernel operators over a Polish space, we study the limit semigroup and prove sufficient conditions for it to be strongly Feller. In particular, we show that the…

Functional Analysis · Mathematics 2022-04-06 Christian Budde , Alexander Dobrick , Jochen Glück , Markus Kunze

We establish well-posedness and regularity for parabolic diffusion equation in the case when the singularities of a general drift reach the critical magnitude. The latter dictates the need to work in an Orlicz space situated between all…

Analysis of PDEs · Mathematics 2024-02-02 Damir Kinzebulatov

We study the existence of Feller semigroups arising in the theory of multidimensional diffusion processes. We study bounded perturbations of elliptic operators with boundary conditions containing an integral over the closure of the domain…

Analysis of PDEs · Mathematics 2014-05-05 Pavel Gurevich

In this paper, we study the weak differentiability of global strong solution of stochastic differential equations, the strong Feller property of the associated diffusion semigroups and the global stochastic flow property in which the…

Probability · Mathematics 2022-11-17 Wenjie Ye

It is known that, for the parabolic-elliptic Keller-Segel system with critical porous-medium diffusion in dimension $\RR^d$, $d \ge 3$ (also referred to as the quasilinear Smoluchowski-Poisson equation), there is a critical value of the…

Analysis of PDEs · Mathematics 2012-03-19 Adrien Blanchet , Philippe Laurençot

We provide a general construction scheme for $\mathcal L^p$-strong Feller processes on locally compact separable metric spaces. Starting from a regular Dirichlet form and specified regularity assumptions, we construct an associated…

Functional Analysis · Mathematics 2013-06-26 Benedict Baur , Martin Grothaus , Patrik Stilgenbauer

In this paper we construct a conservative Markov semi-group with generator $L=\Delta+b\cdot\nabla$ on $\mathbb{R}^n$, where $b$ is a divergence-free vector field which belongs to $L^{2}\cap L^{p}$ with $\frac{n}{2}<p$. The research is…

Probability · Mathematics 2021-02-03 Zhongmin Qian , Guangyu Xi

The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is studied. An elliptic operator of second order is considered on a plane bounded region $G$. Its domain of definition consists of continuous…

Analysis of PDEs · Mathematics 2014-05-05 Pavel Gurevich

In this paper, we study Dirichlet problem for non-local operator on bounded domains in ${\mathbb R}^d$ $$ {\cal L}u = {\rm div}(A(x) \nabla (x)) + b(x) \cdot \nabla u(x) + \int_{{\mathbb R}^d} (u(y)-u(x) ) J(x, dy) , $$ where…

Probability · Mathematics 2025-01-14 Zhen-Qing Chen , Jun Peng

The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is studied. Unbounded perturbations of elliptic operators (in particular, integro-differential operators) are considered in plane bounded…

Analysis of PDEs · Mathematics 2014-05-05 Pavel Gurevich

We prove existence and uniqueness of solutions of a semilinear PDE driven by a Bessel type generator$L^\delta$ with low dimension $0 < \delta < 1$. $L^\delta$ is a local operator, whose drift is thederivative of $x \mapsto \log (\vert…

Probability · Mathematics 2024-04-05 Alberto Ohashi , Francesco Russo , Alan Teixeira

We consider the parabolic-elliptic Keller-Segel system in dimensions $d \geq 3$, which is the mass supercritical case. This system is known to exhibit rich dynamical behavior including singularity formation via self-similar solutions. An…

Analysis of PDEs · Mathematics 2022-09-23 Irfan Glogić , Birgit Schörkhuber

In $\mathbb R^d$, $d \geq 3$, consider the divergence and the non-divergence form operators \begin{equation} \tag{$i$} - \nabla \cdot a \cdot \nabla + b \cdot \nabla, \end{equation} \begin{equation} \tag{$ii$} - a \cdot \nabla^2 + b \cdot…

Analysis of PDEs · Mathematics 2018-08-07 D. Kinzebulatov , Yu. A. Semenov

We consider the linear stationary equation defined by the fractional Laplacian with drift. In the supercritical case, that is the case when the dominant term is given by the drift instead of the diffusion component, we prove local…

Analysis of PDEs · Mathematics 2014-01-28 Charles L. Epstein , Camelia A. Pop

We show that a realization of the operator $L=|x|^\alpha\Delta +c|x|^{\alpha-1}\frac{x}{|x|}\cdot\nabla -b|x|^{\alpha-2}$ generates a semigroup in $L^p(\mathbb {R}^N)$ if and only if $D_c=b+(N-2+c)^2/4 > 0$ and…

Analysis of PDEs · Mathematics 2014-05-23 G. Metafune , N. Okazawa , M. Sobajima , C. Spina

Using elliptic and parabolic regularity results in $L^p$-spaces and generalized Dirichlet form theory, we construct for every starting point weak solutions to SDEs in $\mathbb{R}^d$ up to their explosion times including the following…

Probability · Mathematics 2022-01-21 Haesung Lee , Gerald Trutnau

We establish weak well-posedness for SDEs having discontinuous diffusion coefficients and general distributional drifts that may introduce local blow up effects. Our drifts satisfy minimal assumptions, i.e.\,we assume only that the Cauchy…

Probability · Mathematics 2025-12-01 D. Kinzebulatov , R. Vafadar
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