Related papers: Heat Kernel Estimate for $\Delta+\Delta^{\alpha/2}…

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…

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…

Let $d \geq 2$, $\alpha \in (0,2)$, and $X$ be the rectilinear $\alpha$-stable process on $\mathbb{R}^d$. We first present a geometric characterization of an open subset $D\subset \mathbb{R}^d$ so that the part process $X^D$ of $X$ in $D$…

We consider the formal SDE dX t = b(t, X t)dt + dZ t , X 0 = x $\in$ R d , (E) where b $\in$ L r ([0, T ], B $\beta$ p,q (R d , R d)) is a time-inhomogeneous Besov drift and Z t is a symmetric d-dimensional $\alpha$-stable process, $\alpha$…

In this paper, we study the transition densities of pure-jump symmetric Markov processes in $ {{\mathbb R}}^d$, whose jumping kernels are comparable to radially symmetric functions with mixed polynomial growths. Under some mild assumptions…

In this paper we consider the following SDE with distributional drift $b$: $$ {\rm d} X_t=\sigma(X_t){\rm d} B_t+b(X_t){\rm d} t,\ X_0=x\in{\mathbb R}^d, $$ where $\sigma$ is a bounded continuous and uniformly non-degenerate $d\times…

Let $\alpha\in(0,2)$ and $d\in{\mathbb N}$. Consider the following SDE in ${\mathbb R}^d$:$${\rm d}X_t=b(t,X_t){\rm d} t+a(t,X_{t-}){\rm d} L^{(\alpha)}_t,\ \ X_0=x,$$where $L^{(\alpha)}$ is a $d$-dimensional rotationally invariant…

Suppose that $d\geq2$ and $\alpha\in(1,2)$. Let D be a bounded $C^{1,1}$ open set in $\mathbb{R}^d$ and b an $\mathbb{R}^d$-valued function on $\mathbb{R}^d$ whose components are in a certain Kato class of the rotationally symmetric…

For $d\ge 2$ and $0<\beta<\alpha<2$, consider a family of non-local operators $\mathcal{L}^{b}=\Delta^{\alpha/2}+\mathcal{S}^{b}$ on $\mathbb{R}^d$, where $$ \mathcal{S}^{b}f(x):=\lim_{\varepsilon\to 0}\mathcal{A}(d,-\beta)\int_{ \{z\in…

We prove sharp pointwise heat kernel estimates for symmetric Markov processes associated with symmetric Dirichlet forms that are local with respect to some coordinates and nonlocal with respect to the remaining coordinates. The main theorem…

In the paper we consider the Bessel differential operator L^(\mu)=\dfrac{d^2}{dx^2}+\dfrac{2\mu+1}{x}\dfrac{d}{dx} in half-line (a,\infty), a>0, and its Dirichlet heat kernel p_a^(\mu)(t,x,y). For \mu=0, by combining analytical and…

In this paper, we establish sharp two-sided estimates for transition densities of a large class of subordinate Markov processes. As applications, we show that the parabolic Harnack inequality and H\"older regularity hold for parabolic…

We show two-sided bounds of heat kernel for anisotropic non-singular symmetric pure jump Markov process whose jump kernel $J(x,y)$ is comparable to $\frac{{\bf 1}_{\mathcal{V}}(x-y)}{|x-y|^{d+\alpha}}$, where $\mathcal{V}$ is a union of…

In this paper we prove that the heat kernel $k$ associated to the operator $A:= (1+|x|^\alpha)\Delta +b|x|^{\alpha-1}\frac{x}{|x|}\cdot\nabla -|x|^\beta$ satisfies $$ k(t,x,y) \leq c_1e^{\lambda_0 t+…

In this paper, we discuss estimates of transition densities of subordinate Brownian motions in open subsets of Euclidean space. When $D$ is a $C^{1,1}$ domain, we establish sharp two-sided estimates for the transition densities of a large…

We give a direct proof of the sharp two-sided estimates, recently established in [4,9], for the Dirichlet heat kernel of the fractional Laplacian with gradient perturbation in $C^{1, 1}$ open sets by using Duhamel formula. We also obtain a…

In this paper, we first extend the approximate factorization for purely discontinuous Markov process established in \cite{CKSV20} by getting rid of some of the conditions imposed in \cite{CKSV20}. Then we apply the approximate factorization…

In this paper we study the transition densities for a large class of non-symmetric Markov processes whose jumping kernels decay exponentially or subexponentially. We obtain their upper bounds which also decay at the same rate as their…

We prove sharp two-sided bounds of the fundamental solution for an integro-differential operator of order $\alpha \in (0,2)$ that generates a $d$-dimensional Markov process. The corresponding Dirichlet form is comparable to that of $d$…

Let $L$ be an elliptic differential operator on a complete connected Riemannian manifold $M$ such that the associated heat kernel has two-sided Gaussian bounds as well as a Gaussian type gradient estimate. Let $L^{(\aa)}$ be the…