Fractional derivatives, non-symmetric and time-dependent Dirichlet forms and the drift form (Q5926116): Difference between revisions
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scientific article; zbMATH DE number 1570583
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English | Fractional derivatives, non-symmetric and time-dependent Dirichlet forms and the drift form |
scientific article; zbMATH DE number 1570583 |
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Fractional derivatives, non-symmetric and time-dependent Dirichlet forms and the drift form (English)
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2 October 2001
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By using fractional derivatives, the authors show that the bilinear form induced by any Lévy process is the limit of some non-symmetric Dirichlet forms. In particular, the drift form \(\int^{\infty}_{-\infty}u(x)\frac{dv(x)}{dx} dx\) is the limit of some non-symmetric Dirichlet forms. For drift forms in \(\mathbb{R}^n\) with variable coefficients, a similar result is true if the coefficients satisfy some regularity and commutator conditions. The authors also show that time-dependent Dirichlet forms can also be realized as limits of ordinary non-symmetric Dirichlet forms.
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non-symmetric Dirichlet forms
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time-dependent Dirichlet forms
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fractional derivatives
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drift forms
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fractional powers
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Lévy processes
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