Perturbation of an alpha-stable type stochastic process by a pseudo-gradient
Abstract
We consider the Markov process defined by some pseudo-differential operator of the order 1<α<2 as the process generator. Using a pseudo-gradient operator, that is, the operator defined by the symbol iλ|λ|β-1 with some 0<β<α, the perturbation of the Markov process by the pseudo-gradient with a multiplier integrable at some great enough power is constructed. Such perturbation defines a family of evolution operators, the properties of which are investigated.
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