About semilinear low dimension Bessel PDEs

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
JournalStochastics and Partial Differential Equations: Analysis and Computations
DOIs
Publication statusAccepted/In press - 1 Jan 2025

Keywords

  • Bessel processes
  • Friedrichs extension
  • Kolmogorov equation
  • Mild and weak solutions
  • SDEs with distributional drift
  • Self-adjoint operators

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