Bilateral estimates of some pseudo-derivatives of the transition probability density of an isotropic \alpha-stable stochastic process

DOI10.15330/CMP.15.2.381-387MaRDI QIDQ6145265zbMATH OpenFDO

Authors M. M. Osypchuk

Publication date 31 January 2024

Published in Carpathian Mathematical Publications (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/2305.12790

zbMATH Keywords

fractional gradientfractional LaplacianGreen's functionstable process

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Pseudodifferential operators as generalizations of partial differential operators (35S05) Stable stochastic processes (60G52)

Abstract: In the paper, the transition probability density of isotropic $alpha$-stable stochastic process in a finite dimensional Euclidean space is considered. The results of applying pseudo differential operators with respect spatial variables to this function are estimated from the both side: above and below. Operators in the consideration are defined by the symbols $|lambda{|}^{v}arkappa$ and $lambda|lambda{|}^{varkappa-1}$, where $varkappa$ is some constant. The first operator with negative sign is fractional Laplacian and the second one multiplied by imaginary unit is fractional gradient.

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Cites work

• Existence of diffusive processes with the given local characteristics
• On single-layer potentials for a class of pseudo-differential equations related to linear transformations of a symmetric \(\alpha \)-stable stochastic process
• On some perturbations of a stable process and solutions to the Cauchy problem for a class of pseudo-differential equations
• On the crossings number of a hyperplane by a stable random process
• On the number of crossings of some levels by a sequence of diffusion processes
• Дифузiї, породженi вiнеровим процесом

Cited in

(2)

• On single-layer potentials, pseudo-gradients and a jump theorem for an isotropic -stable stochastic process
• Perturbation of an isotropic \(\alpha \)-stable stochastic process by a pseudo-gradient with a generalized coefficient

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