On a boundary-value problem for pseudo-differential operators and its relation to jump processes

DOI10.4171/ZAA/1307MaRDI QIDQ2471508zbMATH OpenOpenAlexFDO

Authors V. Knopova

Publication date 22 February 2008

Published in Zeitschrift für Analysis und ihre Anwendungen (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4171/zaa/1307

zbMATH Keywords

Dirichlet formsLevy-type processespseudo-differential operatorsRevuz correspondencespaces of generalized smoothnesstrace theorems

Mathematics Subject Classification ID

Dirichlet forms (31C25) Boundary value problems for PDEs with pseudodifferential operators (35S15) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Pseudodifferential operators (47G30)

Review text

This is a rather remarkable paper in which the author successfully combines results for function spaces of generalized smoothness with the theory of pseudo-differential operators generating Markov processes. The latter are operators whose symbol with respect to the co-variable is a continuum negative definite function, i.e. has a Lévy-Khinchin representation. The results obtained refers to such symbols which are continuous negative definite and admissible (in the sense of function spaces of generalized smoothness) in the co-variable. Within this setting boundary value problems in the halfspace are solved, the corresponding Feller semigroups and Markov processes discussed and probabilistic counterparts are investigated. In addition certain new \(L^p\)-bounds for the operators under discussion are proved.

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Cites work

• A symbolic calculus for pseudo differential operators generating Feller semigroups
• Characterisations of function spaces of generalised smoothness
• Dirichlet forms and symmetric Markov processes
• Function spaces related to continuous negative definite functions: -Bessel potential spaces
• scientific article; zbMATH DE number 3656300 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• Pseudo differential operators and Markov processes. In 3 vol. Vol. 1: Fourier analysis and semigroups

Cited in

(4)

• On the third initial-boundary value problem for some class of pseudo-differential equations related to a symmetric \(\alpha\)-stable process
• \(Q_p\)-valued jump processes associated with linear and nonlinear pseudo-differential equations
• Fractional derivatives and fractional powers as tools in understanding Wentzell boundary value problems for pseudo-differential operators generating Markov processes
• Boundary conditions for nonlocal one-sided pseudo-differential operators and the associated stochastic processes

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