Sub-Markovian \(C _{0}\)-semigroups generated by fractional Laplacian with gradient perturbation (Q2376116)

The aim of the paper is to obtain sufficient conditions under which the operator \(L= -(-\Delta)^{\alpha/2} + b . \nabla\) generates a \(C_0\)-semigroup. Here, \(-(-\Delta)^{\alpha/2}\) is the fractional Laplacian, \(\alpha\in (0,2)\) and \(b\in C^1(\mathbb R^d)\). The author proves that, if \(\gamma =\inf\sum_{i=1}^d \partial_i b_i(x) >-\infty\), then the operator has a closed extension which generates a \(C_0\)-semigroup of contractions \(P_t\) on \(L^1\) such that \(\|P_t\|\leq ce^{\gamma\wedge 0}t^{-d/\alpha}\). This is an upper on-diagonal estimate of the heat kernel of the operator \(L\) obtained based on the technique of perturbation series. At last, the author gives an application in stochastic differential equation \(dX_t= dZ_t + b(X_t)dt\), where \(Z_t\) is a pure jump Levy process. The result is that \(X_t\) has the strong Feller property.