About semilineat low dimension Bessel PDEs
submitted
Publication type:
Paper in peer-reviewed journals
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Keywords :
SDEs with distributional drift; Bessel processes; Kolmogorov equation; mild and weak solutions; self-adjoint operators; Friedrichs extension.
Abstract:
We prove existence and uniqueness of
solutions of a semilinear PDE driven by a Bessel type generator
$L^\delta$ with low dimension $0 < \delta < 1$.
$L^\delta$ is a local operator, whose drift is the
derivative of $x \mapsto \log (\vert x\vert)$:
in particular it is a Schwartz distribution, which
is not the derivative of a continuous function.
The solutions
are intended in a duality ("weak") sense
with respect to state space
$L^2(\R_+, d\mu),$ $\mu$ being
an invariant measure for the Bessel semigroup.
BibTeX:
@article{Oha-Rus-Tei-2200, author={Alberto Ohashi and Francesco Russo and Alan Teixeira }, title={About semilineat low dimension Bessel PDEs }, year={submitted }, month={3}, }