Parabolic pseudodifferential equations, hypersingular integrals, and Markov processes
Izvestiya. Mathematics , Tome 33 (1989) no. 2, pp. 233-259

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A fundamental solution of the Cauchy problem is constructed and investigated for the equation $\frac{\partial u}{\partial t}+Au=f$, where $A$ is a pseudodifferential operator whose symbol is a sum of homogeneous functions. The results are used for an analytic construction of discontinuous Markov processes. Bibliography: 42 titles.
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     author = {A. N. Kochubei},
     title = {Parabolic pseudodifferential equations, hypersingular integrals, and {Markov} processes},
     journal = {Izvestiya. Mathematics },
     pages = {233--259},
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     volume = {33},
     number = {2},
     year = {1989},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/IM2_1989_33_2_a1/}
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A. N. Kochubei. Parabolic pseudodifferential equations, hypersingular integrals, and Markov processes. Izvestiya. Mathematics , Tome 33 (1989) no. 2, pp. 233-259. http://geodesic.mathdoc.fr/item/IM2_1989_33_2_a1/