Unbounded perturbations of two-dimensional diffusion processes with nonlocal boundary conditions

Abstract

The existence of Feller semigroups arising in the theory of multidimensional diffusion processes is studied. Unbounded perturbations of elliptic operators (in particular, integro-differential operators) are considered in plane bounded regions. Their domain of definition is given by a nonlocal boundary condition involving the integral over the closure of the region with respect to a nonnegative Borel measure. The support of the measure may intersect with the boundary, and the measure need not be small. We formulate sufficient conditions on unbounded perturbations of elliptic operator and on the Borel measure in the nonlocal boundary condition which guarantee that the corresponding nonlocal operator is a generator of a Feller semigroup.