Abstract
We prove existence and uniqueness of solutions of a semilinear PDE driven by a Bessel type generator Lδ with low dimension 0<δ<1. Lδ is a local operator, whose drift component is the derivative of x↦log(|x|): in particular it is a Schwartz distribution, which is not the derivative of a continuous real function. The solutions are intended in a duality (weak) sense with respect to state space L2(R+,dμ),μ being an invariant measure for the Bessel semigroup.
| Original language | English |
|---|---|
| Pages (from-to) | 1144-1178 |
| Number of pages | 35 |
| Journal | Stochastics and Partial Differential Equations: Analysis and Computations |
| Volume | 14 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 1 Aug 2026 |
Keywords
- Bessel processes
- Friedrichs extension
- Kolmogorov equation
- Mild and weak solutions
- SDEs with distributional drift
- Self-adjoint operators
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