中文
相关论文

相关论文: On admissible singular drifts of symmetric $\alpha…

200 篇论文

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 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…

偏微分方程分析 · 数学 2015-09-10 Damir Kinzebulatov

For $d\ge 2$ and $0<\beta<\alpha<2$, consider a family of non-local operators $\mathcal{L}^{b}=\Delta^{\alpha/2}+\mathcal{S}^{b}$ on $\mathbb{R}^d$, where $$ \mathcal{S}^{b}f(x):=\lim_{\varepsilon\to 0}\mathcal{A}(d,-\beta)\int_{ \{z\in…

概率论 · 数学 2015-03-19 Zhen-Qing Chen , Ting Yang

In this paper, we investigate stochastic differential equations(SDEs) driven by a class of supercritical $\alpha$-stable process(including the rotational symmetric $\alpha-$stable process) with drift $b$. The weak well-posedness is proved,…

概率论 · 数学 2020-09-17 Guohuan Zhao

Suppose that $d\geq1$ and $\alpha\in (1, 2)$. Let $Y$ be a rotationally symmetric $\alpha$-stable process on $\R^d$ and $b$ a $\R^d$-valued measurable function on $\R^d$ belonging to a certain Kato class of $Y$. We show that $\rd X^b_t=\rd…

概率论 · 数学 2013-09-26 Zhen-Qing Chen , Longmin Wang

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

Suppose that $d\ge 1$ and $0<\beta<\alpha<2$. We establish the existence and uniqueness of the fundamental solution $q^b(t, x, y)$ to a class of (possibly nonsymmetric) non-local operators $L^b=\Delta^{\alpha/2}+S^b$, where $$ S^bf(x):=A(d,…

概率论 · 数学 2016-09-30 Zhen-Qing Chen , Jie-Ming Wang

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

For $\alpha \in (1,2)$ we consider the equation $\partial_t u = \Delta^{\alpha/2} u - r b \cdot \nabla u$, where $b$ is a divergence free singular vector field not necessarily belonging to the Kato class. We show that for sufficiently small…

概率论 · 数学 2011-07-19 Tomasz Jakubowski

In this paper we investigate the existence and uniqueness of weak solutions for kinetic stochastic differential equations with H\"older diffusion and unbounded singular drifts in Kato's class. Moreover, we also establish sharp two-sided…

概率论 · 数学 2024-01-26 Chongyang Ren , Xicheng Zhang

We investigate the weak solvability and properties of weak solutions to the Dirichlet problem for a scalar elliptic equation $-\Delta u + b^{(\alpha)}\cdot \nabla u= f$ in a bounded domain $\Omega\subset {\mathbb R^2}$ containing the…

偏微分方程分析 · 数学 2022-10-06 Misha Chernobai , Timofey Shilkin

We are interested in the discretization of stable driven SDEs with additive noise for $\alpha$ $\in$ (1, 2) and Lq -- Lp drift under the Serrin type condition $\alpha$/q + d/p < $\alpha$ -- 1. We show weak existence and uniqueness as well…

概率论 · 数学 2024-05-15 Mathis Fitoussi , Benjamin Jourdain , Stéphane Menozzi

For $d \ge 2$, $\alpha \in (0,2)$ and $M > 0$, we consider the gradient perturbation of a family of nonlocal operators $\{\Delta+a^\alpha\Delta^{\alpha/2}, a\in (0,M]\}$. We establish the existence and uniqueness of the fundamental solution…

概率论 · 数学 2015-03-03 Zhen-Qing Chen , Eryan Hu

Let $\alpha(x)$ be a measurable function taking values in $ [\alpha_1,\alpha_2]$ for $0<\A_1\le \A_2<2$, and $\kappa(x,z)$ be a positive measurable function that is symmetric in $z$ and bounded between two positive constants. Under a…

概率论 · 数学 2018-11-27 Xin Chen , Zhen-Qing Chen , Jian Wang

Suppose that $d\geq 1$ and $0<\beta<2$. We establish the existence and uniqueness of the fundamental solution $q^b(t, x, y)$ to the operator $\mathcal{L}^b=\Delta+S^b$, where $$S^bf(x) := \int_{\mathbb{R}^d} \left( f(x+z) - f(x) - \nabla…

概率论 · 数学 2016-09-30 Jie-Ming Wang

In this work we consider the following $\alpha$-stable-like operator (a class of pseudo-differential operator) $$ {\mathscr L} f(x):=\int_{\mathbb R^d}[f(x+\sigma_x y)-f(x)-1_{\alpha\in[1,2)}1_{|y|\leq 1}\sigma_x y\cdot\nabla f(x)]\nu_x(d…

概率论 · 数学 2016-04-12 Zhen-Qing Chen , Xicheng Zhang

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

In this paper we study the Dirichlet problem for a scalar elliptic equation in a bounded Lipschitz domain $\Omega \subset \mathbb R^3$ with a singular drift of the form $b_0= b-\alpha \frac {x'}{|x'|^2}$ where $x'=(x_1,x_2,0)$, $\alpha \in…

偏微分方程分析 · 数学 2024-05-08 Misha Chernobai , Tim Shilkin

We establish strong well-posedness for a class of degenerate SDEs of kinetic type with autonomous diffusion driven by a symmetric $\alpha$-stable process under H\"older regularity conditions for the drift term. We partially recover the…

概率论 · 数学 2025-07-11 Giacomo Lucertini , Stéphane Menozzi , Stefano Pagliarani

Let $\alpha\in(0,2)$ and $d\in{\mathbb N}$. Consider the following SDE in ${\mathbb R}^d$:$${\rm d}X_t=b(t,X_t){\rm d} t+a(t,X_{t-}){\rm d} L^{(\alpha)}_t,\ \ X_0=x,$$where $L^{(\alpha)}$ is a $d$-dimensional rotationally invariant…

偏微分方程分析 · 数学 2022-02-08 Stéphane Menozzi , Zhang Xicheng
‹ 上一页 1 2 3 10 下一页 ›