Perturbation of an alpha-stable type stochastic process by a pseudo-gradient
Mykola Boiko, Mykhailo Osypchuk

TL;DR
This paper investigates how a Markov process driven by an alpha-stable type operator is affected when perturbed by a pseudo-gradient operator, analyzing the resulting evolution operators and their properties.
Contribution
It introduces a novel perturbation method for alpha-stable processes using a pseudo-gradient operator and studies the properties of the resulting evolution operators.
Findings
Constructed a family of perturbed Markov processes using pseudo-gradient operators.
Analyzed the properties of the evolution operators generated by these perturbations.
Extended understanding of perturbations in alpha-stable type stochastic processes.
Abstract
We consider the Markov process defined by some pseudo-differential operator of the order as the process generator. Using a pseudo-gradient operator, that is, the operator defined by the symbol with some , the perturbation of the Markov process by the pseudo-gradient with a multiplier integrable at some great enough power is constructed. Such perturbation defines a family of evolution operators, the properties of which are investigated.
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Taxonomy
TopicsStochastic processes and financial applications · advanced mathematical theories · Advanced Mathematical Modeling in Engineering
