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Mathematics of the USSR-Izvestiya, 1989, Volume 33, Issue 2, Pages 233–259
DOI: https://doi.org/10.1070/IM1989v033n02ABEH000825
(Mi im1211)
 

This article is cited in 37 scientific papers (total in 37 papers)

Parabolic pseudodifferential equations, hypersingular integrals, and Markov processes

A. N. Kochubei
References:
Abstract: A fundamental solution of the Cauchy problem is constructed and investigated for the equation ut+Au=f, where A is a pseudodifferential operator whose symbol is a sum of homogeneous functions. The results are used for an analytic construction of discontinuous Markov processes.
Bibliography: 42 titles.
Received: 10.04.1986
Bibliographic databases:
UDC: 517.43+519.21
MSC: Primary 35S10, 60J25; Secondary 42B20, 35K30
Language: English
Original paper language: Russian
Citation: A. N. Kochubei, “Parabolic pseudodifferential equations, hypersingular integrals, and Markov processes”, Math. USSR-Izv., 33:2 (1989), 233–259
Citation in format AMSBIB
\Bibitem{Koc88}
\by A.~N.~Kochubei
\paper Parabolic pseudodifferential equations, hypersingular integrals, and Markov processes
\jour Math. USSR-Izv.
\yr 1989
\vol 33
\issue 2
\pages 233--259
\mathnet{http://mi.mathnet.ru/eng/im1211}
\crossref{https://doi.org/10.1070/IM1989v033n02ABEH000825}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=972089}
\zmath{https://zbmath.org/?q=an:0682.35113}
Linking options:
  • https://www.mathnet.ru/eng/im1211
  • https://doi.org/10.1070/IM1989v033n02ABEH000825
  • https://www.mathnet.ru/eng/im/v52/i5/p909
  • This publication is cited in the following 37 articles:
    1. Shiliang Zhao, Quan Zheng, “Uniform complex time heat Kernel estimates without Gaussian bounds”, Advances in Nonlinear Analysis, 12:1 (2023)  crossref
    2. V. A. Litovchenko, “Pseudodifferential Local Interaction Equation for Moving Objects”, Diff Equat, 58:1 (2022), 44  crossref
    3. Stéphane Menozzi, Xicheng Zhang, “Heat kernel of supercritical nonlocal operators with unbounded drifts”, Journal de l'École polytechnique — Mathématiques, 9 (2022), 537  crossref
    4. Vladyslav Litovchenko, “The Cauchy problem and distribution of local fluctuations of one Riesz gravitational field”, Fract Calc Appl Anal, 25:2 (2022), 668  crossref
    5. Tadeusz Kulczycki, Alexei Kulik, Michał Ryznar, “On weak solution of SDE driven by inhomogeneous singular Lévy noise”, Trans. Amer. Math. Soc., 375:7 (2022), 4567  crossref
    6. Vladyslav Litovchenko, Efthymios G. Tsionas, “Pseudodifferential Equation of Fluctuations of Nonstationary Gravitational Fields”, Journal of Mathematics, 2021 (2021), 1  crossref
    7. Tadeusz Kulczycki, Michał Ryznar, Paweł Sztonyk, “Strong Feller Property for SDEs Driven by Multiplicative Cylindrical Stable Noise”, Potential Anal, 55:1 (2021), 75  crossref
    8. V. Litovchenko, “ON THE NATURE OF A CLASSICAL PSEUDODIFFERENTIAL EQUATION”, BMJ, 8:2 (2020), 83  crossref
    9. Tadeusz Kulczycki, Michał Ryznar, “Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates”, Stochastic Processes and their Applications, 130:12 (2020), 7185  crossref
    10. Alexei M. Kulik, “On weak uniqueness and distributional properties of a solution to an SDE with α-stable noise”, Stochastic Processes and their Applications, 129:2 (2019), 473  crossref
    11. Niels Jacob, Elian O. T. Rhind, Tutorials, Schools, and Workshops in the Mathematical Sciences, Open Quantum Systems, 2019, 77  crossref
    12. L. Huang, S. Menozzi, E. Priola, “L estimates for degenerate non-local Kolmogorov operators”, Journal de Mathématiques Pures et Appliquées, 121 (2019), 162  crossref
    13. Alexei Kulik, “Approximation in law of locally α-stable Lévy-type processes by non-linear regressions”, Electron. J. Probab., 24:none (2019)  crossref
    14. Franziska Kühn, “Transition probabilities of Lévy‐type processes: Parametrix construction”, Mathematische Nachrichten, 292:2 (2019), 358  crossref
    15. Peng Jin, “On weak solutions of SDEs with singular time-dependent drift and driven by stable processes”, Stoch. Dyn., 18:02 (2018), 1850013  crossref
    16. Victoria Knopova, Alexei Kulik, “Parametrix construction of the transition probability density of the solution to an SDE driven by α-stable noise”, Ann. Inst. H. Poincaré Probab. Statist., 54:1 (2018)  crossref
    17. Tadeusz Kulczycki, Michal Ryznar, “Transition density estimates for diagonal systems of SDEs driven by cylindrical alpha-stable processes”, ALEA, 15:2 (2018), 1335  crossref
    18. Franziska Kühn, Lecture Notes in Mathematics, 2187, Lévy Matters VI, 2017, 51  crossref
    19. Franziska Kühn, Lecture Notes in Mathematics, 2187, Lévy Matters VI, 2017, 167  crossref
    20. M. M. Osypchuk, “On some perturbations of a symmetric stable process and the corresponding Cauchy problems”, Theory Stoch. Process., 21(37):1 (2016), 64–72  mathnet  mathscinet  zmath
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
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    References:108
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