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Laplacian perturbed by non-local operators (1402.6477v1)

Published 26 Feb 2014 in math.PR

Abstract: Suppose that $d\geq 1$ and $0<\beta<2$. We establish the existence and uniqueness of the fundamental solution $qb(t, x, y)$ to the operator $\mathcal{L}b=\Delta+Sb$, where $$Sbf(x) := \int_{\mathbb{R}d} \left( f(x+z) - f(x) - \nabla f(x) \cdot z\mathbb{1}_{{|z| \leq 1}} \right) \frac{b(x, z)}{|z|{d+\beta}} dz$$ and $b(x, z)$ is a bounded measurable function on $\mathbb{R}d \times \mathbb{R}d$ with $b(x, z)=b(x, -z)$ for $x, z\in \mathbb{R}d$. We show that if for each $x\in\mathbb{R}d, b(x, z) \geq 0$ for a.e. $z\in\mathbb{R}d$, then $qb(t, x, y)$ is a strictly positive continuous function and it uniquely determines a conservative Feller process $Xb$, which has strong Feller property. Furthermore, sharp two-sided estimates on $qb(t, x, y)$ are derived.

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