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相关论文: Strong Feller processes with measure-valued drifts

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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…

偏微分方程分析 · 数学 2015-03-30 Damir Kinzebulatov

We consider diffusion operator $-\Delta + b \cdot \nabla$ in $\mathbb R^d$, $d \geq 3$, with drift $b$ in a large class of locally unbounded vector fields that can have critical-order singularities. Covering the entire range of admissible…

概率论 · 数学 2024-08-29 D. Kinzebulatov , Yu. A. Semenov

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, $b$…

概率论 · 数学 2020-02-18 D. Kinzebulatov , K. R. Madou

We establish strong Feller property and irreducibility for the transition semigroup associated to a class of nonlinear stochastic partial differential equations with multiplicative degenerate noise. As a by-product, we prove uniqueness of…

概率论 · 数学 2026-04-01 Luca Scarpa , Margherita Zanella

The flux-limited Keller--Segel system \begin{align*} \begin{cases} u_t = \Delta u - \chi \nabla \cdot (u|\nabla v|^{p-2}\nabla v), \\[] v_t = \Delta v - v + u^{\theta} \end{cases} \end{align*} is considered under homogeneous Neumann…

偏微分方程分析 · 数学 2025-02-06 Shohei Kohatsu

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…

偏微分方程分析 · 数学 2018-08-07 D. Kinzebulatov , Yu. A. Semenov

We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue space, and prove the existence and uniqueness of weak solutions for a class of SDEs. To be more precise, let $b: [0,T]\times{\mathbb…

偏微分方程分析 · 数学 2017-11-15 Jinlong Wei , Guangying Lv , Jiang-Lun Wu

We show that the SDE $dX_t = \sigma(X_{t-}) \, dL_t$, $X_0 \sim \mu$ driven by a one-dimensional symnmetric $\alpha$-stable L\'evy process $(L_t)_{t \geq 0}$, $\alpha \in (0,2]$, has a unique weak solution for any continuous function…

概率论 · 数学 2019-06-14 Franziska Kühn

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…

泛函分析 · 数学 2013-06-26 Benedict Baur , Martin Grothaus , Patrik Stilgenbauer

We study two equivalent characterizations of the strong Feller property for a Markov process and of the associated sub-Markovian semigroup. One is described in terms of locally uniform absolute continuity, whereas the other uses local…

概率论 · 数学 2011-05-18 René L. Schilling , Jian Wang

This paper deals with the approximation of a magnetic Schr\"odinger operator with a singular $\delta$-potential that is formally given by $(i \nabla + A)^2 + Q + \alpha \delta_\Sigma$ by Schr\"odinger operators with regular potentials in…

谱理论 · 数学 2026-02-03 Markus Holzmann

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…

泛函分析 · 数学 2022-04-06 Christian Budde , Alexander Dobrick , Jochen Glück , Markus Kunze

Consider the following time-dependent stable-like operator with drift $$ \mathscr{L}_t\varphi(x)=\int_{\mathbb{R}^d}\big[\varphi(x+z)-\varphi(x)-z^{(\alpha)}\cdot\nabla\varphi(x)\big]\sigma(t,x,z)\nu_\alpha(d z)+b(t,x)\cdot\nabla…

概率论 · 数学 2018-06-26 Rengming Song , Longjie Xie

Motivated by the fundamental theorem of calculus, and based on the works of Feller as well as Kac and Kre\u{\i}n, given an atomless Borel probability measure $\eta$ supported on a compact subset of $\mathbb{R}$, Freiberg and Z\"{a}hle…

动力系统 · 数学 2021-12-02 Marc Kesseböhmer , Tony Samuel , Hendrik Weyer

We construct Skorokhod decompositions for diffusions with singular drift and reflecting boundary behavior on open subsets of $\mathbb R^d$ with $C^2$-smooth boundary except for a sufficiently small set. This decomposition holds almost…

概率论 · 数学 2018-01-24 Benedict Baur , Martin Grothaus

We consider a singular Schr\"odinger operator in $L^2(\mathbb{R}^2)$ written formally as $-\Delta - \beta\delta(x-\gamma)$ where $\gamma$ is a $C^4$ smooth open arc in $\mathbb{R}^2$ of length $L$ with regular ends. It is shown that the…

数学物理 · 物理学 2014-11-03 Pavel Exner , Konstantin Pankrashkin

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…

概率论 · 数学 2022-11-17 Wenjie Ye

We show that the weak solutions of parabolic equation $\partial_t u - \Delta u + b(t,x) \cdot \nabla u=0$, $(t,x) \in (0,\infty) \times \mathbb R^d$, $d \geqslant 3$, for $b(t,x)$ in a wide class of time-dependent vector fields capturing…

偏微分方程分析 · 数学 2016-07-18 Damir Kinzebulatov

The phenomenon "hypo-coercivity," i.e., the increased rate of contraction for a semi-group upon adding a large skew-adjoint part to the generator, is considered for 1D semigroups generated by the Schr\"odinger operators $-\partial^2_x + x^2…

数学物理 · 物理学 2015-12-11 Jeffrey Schenker

In this paper, let $L=L_{0}+V$ be a Schr\"{o}dinger type operator where $L_{0}$ is higher order elliptic operator with complex coefficients in divergence form and $V$ is signed measurable function, under the strongly subcritical assumption…

经典分析与常微分方程 · 数学 2016-03-29 Qingquan Deng , Yong Ding , Xiaohua Yao
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