Parabolic pseudodifferential equations, hypersingular integrals, and Markov processes

A. N. Kochubei

Izvestiya. Mathematics , Tome 33 (1989) no. 2, pp. 233-259.

Résumé

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.

Bibliographie

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