Perturbation of an α-stable type stochastic process by a pseudo-gradient

被引:0
|
作者
Boiko, Mykola [1 ]
Osypchuk, Mykhailo [1 ]
机构
[1] Vasyl Stefanyk Precarpathian Natl Univ, Shevchenko 57, UA-76018 Ivano Frankivsk, Ukraine
来源
关键词
alpha-stable process; perturbation; pseudo-gradient; pseudo-process;
D O I
10.15559/24-VMSTA259
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A Markov process defined by some pseudo-differential operator of an order 1 < alpha < 2 as the process generator is considered. Using a pseudo-gradient operator, that is, the operator defined by the symbol i lambda | lambda | (beta - 1) with some 0 < beta < 1, the perturbation of the Markov process under consideration by the pseudo-gradient with a multiplier, which is integrable at some large enough power, is constructed. Such perturbation defines a family of evolution operators, properties of which are investigated. A corresponding Cauchy problem is considered.
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页码:1 / 25
页数:25
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