THE EXPLICIT FORM OF THE FUNDAMENTAL SOLUTION OF ONE PSEUDO-DIFFERENTIAL EQUATION WITH CONSTANT COEFFICIENTS
Keywords:
pseudo-differential operator, fundamental solution, stable stochastic process.Abstract
We consider pseudo-differential equation of the form ut ′ = Au + ( a, B)u here a is a vector in R d , B is a pseudo-differential operator with symbol (i | λ | α −2 λ ) d and c > 0 , α ∈ (1,2] are fixed constants. The fundamental λ∈ R solution of this equation is constructed in the form of inverse Fourier transform. Some of its properties investigated.
References
2. Osypchuk M.M. On some perturbations of a stable process and solutions to the Cauchy problem for a class of pseudo-differential equations / M.M. Osypchuk // Carpathian Math. Publ. – 2015. – 7 (1).