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We survey the recent development of the DeGiorgi-Nash-Moser-Aronson type theory for a class of symmetric jump processes(or equivalently, a class of symmetric integro-differential operators). We focus on the sharp two-sided estimates for the…

Probability · Mathematics 2015-05-13 Zhen-Qing Chen

For $d\geq 2$, we establish the existence and uniqueness of heat kernels for a large class of time-dependent second order diffusion operator with jumps, which is the sum of time-dependent of a second order elliptic differential operators…

Analysis of PDEs · Mathematics 2016-11-18 Zhen-Qing Chen , Eryan Hu , Longjie Xie , Xicheng Zhang

The goal of this paper is to establish sharp two-sided estimates on the heat kernels of two types of purely discontinuous symmetric Markov processes in the upper half-space of $\mathbb R^d$ with jump kernels degenerate at the boundary. The…

Probability · Mathematics 2025-05-06 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

We obtain a uniform boundary Harnack principle (BHP) on any open sets for a large class of non-local operators on metric measure spaces under a jump measure comparability and tail estimate condition, and an upper bound condition on the…

Probability · Mathematics 2024-10-29 Shiping Cao , Zhen-Qing Chen

Let $d\ge1$ and $0<\alpha<2$. Consider the integro-differential operator \[ \mathcal{L}f(x) =\int_{\mathbb{R}^{d}\backslash\{0\}}\left[f(x+h)-f(x)-\chi_{\alpha}(h)\nabla f(x)\cdot…

Probability · Mathematics 2017-09-13 Peng Jin

We establish two-sided heat kernel estimates for random conductance models with non-uniformly elliptic (possibly degenerate) stable-like jumps on graphs. These are long range counterparts of well known two-sided Gaussian heat kernel…

Probability · Mathematics 2018-08-08 Xin Chen , Takashi Kumagai , Jian Wang

In this paper, we study sharp two-sided heat kernel estimates for a large class of symmetric reflected diffusions with jumps on the closure of an inner uniform domain $D$ in a length metric space. The length metric is the intrinsic metric…

Probability · Mathematics 2021-03-08 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

We investigate the relationships between the parabolic Harnack inequality, heat kernel estimates, some geometric conditions, and some analytic conditions for random walks with long range jumps. Unlike the case of diffusion processes, the…

Probability · Mathematics 2007-05-23 M. T. Barlow , R. F. Bass , T. Kumagai

We survey the recent progress in the study of heat kernels for a class of non-symmetric non-local operators. We focus on the existence and sharp two-sided estimates of the heat kernels and their connection to jump diffusions.

Probability · Mathematics 2017-03-28 Zhen-Qing Chen , Xicheng Zhang

In this paper, we consider the following symmetric Dirichlet forms on a metric measure space $(M,d,\mu)$: $$\mathcal{E}(f,g) = \mathcal{E}(^{(c)}(f,g)+\int_{M\times M} (f(x)-f(y))(g(x)-g(y))\,J(dx,dy),$$ where $\mathcal{E}(^{(c)}$ is a…

Probability · Mathematics 2019-08-22 Zhen-Qing Chen , Takashi Kumagai , Jian Wang

In this paper, we employ probabilistic techniques to derive sharp, explicit two-sided estimates for the heat kernel of the nonlocal kinetic operator $$ \Delta^{\alpha/2}_v + v \cdot \nabla_x, \quad \alpha \in (0, 2),\ (x,v)\in {\mathbb…

Probability · Mathematics 2024-12-05 Haojie Hou , Xicheng Zhang

Given a symmetric diffusion process and a jump process on the same underlying space, is there a subordinator such that the jump process and the subordinated diffusion processes are comparable? We address this question when the diffusion…

Probability · Mathematics 2021-09-23 Guanhua Liu , Mathav Murugan

In this paper, we consider the following symmetric non-local Dirichlet forms of pure jump type on metric measure space $(M,d,\mu)$: $$\mathcal{E}(f,g)=\int_{M\times M} (f(x)-f(y))(g(x)-g(y))\,J(dx,dy),$$ where $J(dx,dy)$ is a symmetric…

Probability · Mathematics 2019-08-22 Zhen-Qing Chen , Takashi Kumagai , Jian Wang

We consider the symmetric non-local Dirichlet form $(E, F)$ given by \[ E (f,f)=\int_{R^d} \int_{R^d} (f(y)-f(x))^2 J(x,y) dx dy \] with $F$ the closure of the set of $C^1$ functions on $R^d$ with compact support with respect to $E_1$,…

Probability · Mathematics 2007-05-23 M. T. Barlow , R. F. Bass , Z. -Q. Chen. , M. Kassmann

We study nonlocal operators acting on functions in the Euclidean space. The operators under consideration generate anisotropic jump processes, e.g., a jump process that behaves like a stable process in each direction but with a different…

Analysis of PDEs · Mathematics 2018-03-06 Jamil Chaker , Moritz Kassmann

In this article we establish the optimal $C^s$ boundary regularity for solutions to nonlocal parabolic equations in divergence form in $C^{1,\alpha}$ domains and prove a higher order boundary Harnack principle in this setting. Our approach…

Analysis of PDEs · Mathematics 2025-12-02 Philipp Svinger , Marvin Weidner

In this paper, we study purely discontinuous symmetric Markov processes on closed subsets of ${\mathbb R}^d$, $d\ge 1$, with jump kernels of the form $J(x,y)=|x-y|^{-d-\alpha}{\mathcal B}(x,y)$, $\alpha\in (0,2)$, where the function…

Probability · Mathematics 2026-01-01 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

In this paper, we establish stability of parabolic Harnack inequalities for symmetric non-local Dirichlet forms on metric measure spaces under general volume doubling condition. We obtain their stable equivalent characterizations in terms…

Probability · Mathematics 2020-06-19 Zhen-Qing Chen , Takashi Kumagai , Jian Wang

Let $\alpha(x)$ be a measurable function taking values in $ [\alpha_1,\alpha_2]$ for $0<\A_1\le \A_2<2$, and $\kappa(x,z)$ be a positive measurable function that is symmetric in $z$ and bounded between two positive constants. Under a…

Probability · Mathematics 2018-11-27 Xin Chen , Zhen-Qing Chen , Jian Wang

We use a Harnack-type inequality on exit times and spectral bounds to characterize upper bounds of the heat kernel associated with any regular Dirichlet form without killing part, where the scale function may vary with position. We further…

Probability · Mathematics 2025-09-03 Aobo Chen , Zhenyu Yu
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