A maximal $L_p$-regularity theory to initial value problems with time measurable nonlocal operators generated by additive processes

Abstract: Let $Z=(Z_t){t\geq0}$ be an additive process with a bounded triplet $(0,0,\Lambda_t){t\geq0}$. Suppose that for any Schwartz function $\varphi$ on $\mathbb{R}^d$ whose Fourier transform is in $C_c^{\infty}(B_{c_s} \setminus B_{c_s^{-1}} )$, there exist positive constants $N_0$, $N_1$, and $N_2$ such that \begin{equation*} \int_{\mathbb{R}^d}|\mathbb{E}[\varphi(x+r^{-1}Z_t)]|dx\leq N_0 e^{- \frac{N_1 t}{s(r)}},\quad \forall (r,t)\in(0,1)\times[0,T], \end{equation*} and $$ |\psi^{\mu}(r^{-1}D)\varphi|_{L_1(\mathbb{R}^d)}\leq \frac{N_2}{s(r)},\quad \forall r\in(0,1). $$ where $s$ is a scaling function (Definition 2.4), $c_s$ is a positive constant related to $s$, $\mu$ is a symmetric L\'evy measure on $\mathbb{R}^d$, $\psi^{\mu}(r^{-1}D)\varphi(x)= \mathcal{F}^{-1} \left \psi^{\mu}(r^{-1}\xi) \mathcal{F}[\varphi]\right$ and $$\psi^{\mu}(\xi):=\int_{\mathbb{R}^d}(e^{iy\cdot\xi}-1-iy\cdot\xi 1_{|y|\leq 1})\mu(dy).$$ In this paper, we establish the $L_p$-solvability to the initial value problem \begin{equation} \frac{\partial u}{\partial t}(t,x)=\mathcal{A}Z(t)u(t,x),\quad u(0,\cdot)=u_0,\quad (t,x)\in(0,T)\times\mathbb{R}^d, \end{equation} In other words, there exists a unique solution $u$ to equation satisfying $$ |u|{L_q((0,T);H_p^{\mu;\gamma}(\mathbb{R}^d))}\leq N|u_0|{B{p,q}^{s;\gamma-\frac{2}{q}}(\mathbb{R}^d)}, $$ where $N$ is independent of $u$ and $u_0$, and the spaces $B_{p,q}^{s;\gamma-\frac{2}{q}}(\mathbb{R}^d)$ and $H_p^{\mu;\gamma}(\mathbb{R}^d)$ are scaled Besov spaces (see Definition 2.8) and generalized Bessel potential spaces (see Definition 2.3), respectively.