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.
@article{IM2_1989_33_2_a1,
author = {A. N. Kochubei},
title = {Parabolic pseudodifferential equations, hypersingular integrals, and {Markov} processes},
journal = {Izvestiya. Mathematics },
pages = {233--259},
publisher = {mathdoc},
volume = {33},
number = {2},
year = {1989},
language = {en},
url = {http://geodesic.mathdoc.fr/item/IM2_1989_33_2_a1/}
}
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/