Solvability of Kolmogorov-fokker-planck Equations for Vector Jump Processes and Occupation Time on Hypersurfaces
نویسنده
چکیده
We study occupation time on hypersurface for Markov n-dimensional jump processes. Solvability and uniqueness of integro-differential Kolmogorov-Fokker-Planck with generalized functions in coefficients are investigated. Then these results are used to show that the occupation time on hypersurfaces does exist for the jump processes as a limit in variance for a wide class of piecewise smooth hypersurfaces, including some fractal type and moving surfaces. An analog of the Meyer-Tanaka formula is presented. 2001 Mathematics Subject Classification. 60J55, 60J60, 60J75, 45K05.
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