Regularity for the supercritical fractional Laplacian with drift
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Markov processesfractional LaplacianSobolev spacespseudo-differential operatorsjump diffusion processessymmetric stable processes
Continuous-time Markov processes on general state spaces (60J25) Smoothness and regularity of solutions to PDEs (35B65) Nonlinear elliptic equations (35J60) Fractional partial differential equations (35R11) Second-order elliptic equations (35J15) Pseudodifferential operators as generalizations of partial differential operators (35S05)
Abstract: We consider the linear stationary equation defined by the fractional Laplacian with drift. In the supercritical case, that is the case when the dominant term is given by the drift instead of the diffusion component, we prove local regularity of solutions in Sobolev spaces em- ploying tools from the theory of pseudo-differential operators. The regularity of solutions in the supercritical case is as expected in the subcritical case, when the diffusion is at least as strong as the drift component, and the operator defined by the fractional Laplacian with drift can be viewed as an elliptic operator, which is not the case in the supercritical regime. We compute the leading singularity for the Green's kernel in the supercritical range, which displays some unusual behavior: it is more singular in the half plane into which the drift vector points, than in the complementary half plane.
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