English

Heat kernel estimates for non-symmetric stable-like processes

Probability 2017-09-13 v2

Abstract

Let d1d\ge1 and 0<α<20<\alpha<2. Consider the integro-differential operator Lf(x)=Rd\{0}[f(x+h)f(x)χα(h)f(x)h]n(x,h)hd+αdh+1α>1b(x)f(x), \mathcal{L}f(x) =\int_{\mathbb{R}^{d}\backslash\{0\}}\left[f(x+h)-f(x)-\chi_{\alpha}(h)\nabla f(x)\cdot h\right]\frac{n(x,h)}{|h|^{d+\alpha}}\mathrm{d}h+\mathbf{1}_{\alpha>1}b(x)\cdot\nabla f(x), where χα(h):=1α>1+1α=11{h1}\chi_{\alpha}(h):=\mathbf{1}_{\alpha>1}+\mathbf{1}_{\alpha=1}\mathbf{1}_{\{|h|\le1\}}, b:RdRdb:\mathbb{R}^{d}\to\mathbb{R}^{d} is bounded measurable, and n:Rd×RdRn:\mathbb{R}^{d}\times\mathbb{R}^{d}\to\mathbb{R} is measurable and bounded above and below respectively by two positive constants. Further, we assume that n(x,h)n(x,h) is H\"older continuous in xx, uniformly with respect to hRdh\in\mathbb{R}^{d}. In the case α=1,\alpha=1, we assume additionally Brn(x,h)hdSr(h)=0\int_{\partial B_{r}}n(x,h)h\mathrm{d}S_{r}(h)=0, r(0,)\forall r \in (0,\infty), where dSr\mathrm{d}S_{r} is the surface measure on Br\partial B_{r}, the boundary of the ball with radius rr and center 00. In this paper, we establish two-sided estimates for the heat kernel of the Markov process associated with the operator L\mathcal{L}. This extends a recent result of Z.-Q. Chen and X. Zhang.

Keywords

Cite

@article{arxiv.1709.02836,
  title  = {Heat kernel estimates for non-symmetric stable-like processes},
  author = {Peng Jin},
  journal= {arXiv preprint arXiv:1709.02836},
  year   = {2017}
}

Comments

37 pages

R2 v1 2026-06-22T21:37:38.681Z