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DC Field | Value | Language |
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dc.contributor.author | Osypchuk, Mykhailo | - |
dc.contributor.author | Portenko, Mykola | - |
dc.date.accessioned | 2020-04-22T07:50:23Z | - |
dc.date.available | 2020-04-22T07:50:23Z | - |
dc.date.issued | 2014-12 | - |
dc.identifier.citation | Osypchuk M.M. One type of sіngular perturbatіons of a multіdіmensіonal stable process/ M.M. Osypchuk, M.І. Portenko// Theory Stoch. Process. -2014. -V. 19(35), 2. -P. 42-51. | uk_UA |
dc.identifier.uri | http://hdl.handle.net/123456789/5874 | - |
dc.description.abstract | A semigroup of linear operators on the space of all continuous bounded functions given on a d-dimensional Euclidean space R d is constructed such that its generator can be written in the following form A + q(x)δ S (x)B ν , where A is the generator of a symmetric stable process in R d (that is, a pseudo-differential operator whose symbol is given by (−c|ξ| α ) ξ∈R d , parameters c > 0 and α ∈ (1, 2] are fixed); B ν is the operator with the symbol (2ic|ξ| α−2 (ξ, ν)) ξ∈R d (i =√−1 and ν ∈ R d is a fixed unit vector); S is a hyperplane in R d that is orthogonal to ν; (δ S (x)) x∈R d is a generalized function whose action on a test function consists in integrating the latter one over S (with respect to Lebesgue measure on S); and (q(x)) x∈S is a given bounded continuous function with real values. This semigroup is generated by some kernel that can be given by an explicit formula. However, there is no Markov process in R d corresponding to this semigroup because it does not preserve the property of a function to take on only non-negative values. | uk_UA |
dc.language.iso | en_US | uk_UA |
dc.subject | Markov process | uk_UA |
dc.subject | Wiener process | uk_UA |
dc.subject | symmetric stable process | uk_UA |
dc.subject | singular perturbation | uk_UA |
dc.subject | pseudo-differential operator | uk_UA |
dc.subject | pseudo-differential equation | uk_UA |
dc.subject | semigroup of operators | uk_UA |
dc.subject | transition probability density | uk_UA |
dc.title | One type of sіngular perturbatіons of a multіdіmensіonal stable process | uk_UA |
dc.type | Article | uk_UA |
Appears in Collections: | Статті та тези (ФМІ) |
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