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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…

Probability · Mathematics 2015-03-19 Zhen-Qing Chen , Ting Yang

This paper provides sharp Dirichlet heat kernel estimates in inner uniform domains, including bounded inner uniform domains, in the context of certain (possibly non-symmetric) bilinear forms resembling Dirichlet forms. For instance, the…

Functional Analysis · Mathematics 2016-05-17 Janna Lierl , Laurent Saloff-Coste

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, $\alpha$…

Probability · Mathematics 2024-10-14 Mathis Fitoussi

In this paper, we study two types of purely discontinuous symmetric Markov processes $X$ in bounded smooth subsets of $\mathbb R^d$: conservative processes and processes killed either upon approaching the boundary of the set or by a killing…

Probability · Mathematics 2025-12-16 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

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

We study a $d$-dimensional non-symmetric strictly $\alpha$-stable L\'{e}vy process $\mathbf{X}$, whose spherical density is bounded and bounded away from the origin. First, we give sharp two-sided estimates on the transition density of…

Probability · Mathematics 2023-10-13 Łukasz Leżaj

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 $d$…

Analysis of PDEs · Mathematics 2021-09-21 Moritz Kassmann , Kyung-Youn Kim , Takashi Kumagai

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 estimate the heat kernel of the smooth open set for the isotropic unimodal pure-jump L\'evy process with infinite L\'evy measure and weakly scaling L\'evy-Kchintchine exponent.

Probability · Mathematics 2014-02-20 K. Bogdan , T. Grzywny , M. Ryznar

We find a Gaussian off-diagonal heat kernel estimate for uniformly elliptic operators with measurable coefficients acting on regions $\Omega\subseteq\real^N$, where the order $2m$ of the operator satisfies $N<2m$. The estimate is expressed…

Spectral Theory · Mathematics 2007-05-23 Mark P. Owen

In this paper we continue our investigation of the potential theory of Markov processes with jump kernels decaying at the boundary. To be more precise, we consider processes in ${\mathbb R}^d_+$ with jump kernels of the form ${\mathcal…

Probability · Mathematics 2022-09-27 Panki Kim , Renming Song , Zoran Vondraček

In this paper, we focus on the heat kernel estimates for diffusions and jump processes on metric measure spaces satisfying a weak chain condition, where the length of a nearly shortest $\varepsilon$-chain between two points $x,y$ is…

Probability · Mathematics 2024-11-01 Guanhua Liu

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 study reflected jump diffusions on Ahlfors regular domains in general metric measure spaces. Under the condition that the Dirichlet form on the ambient space satisfies a capacity upper bound estimate, we construct an extension operator…

Probability · Mathematics 2026-02-12 Shiping Cao , Zhen-Qing Chen

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…

Analysis of PDEs · Mathematics 2022-02-08 Stéphane Menozzi , Zhang Xicheng

In this paper, we consider a symmetric pure jump Markov process $X$ on a metric measure space with volume doubling conditions. Our focus is on estimating the transition density $p(t,x,y)$ of $X$ and studying its stability when the jumping…

Probability · Mathematics 2023-06-05 Joohak Bae , Jaehoon Kang , Panki Kim , Jaehun Lee

We give two-term small-time approximation for the trace of the Dirichlet heat kernel of bounded smooth domain for unimodal L\'evy processes satisfying the weak scaling conditions.

Functional Analysis · Mathematics 2015-04-01 Krzysztof Bogdan , Bartłomiej A. Siudeja

Assume $\alpha\in (0, 2)$ and $d\ge 2$. Let $\mathcal L^\alpha$ be the generator of a symmetric, but not necessarily isotropic, $\alpha$-stable process $X$ in $\mathbb R^d$ whose L\'evy density is comparable with that of an isotropic…

Analysis of PDEs · Mathematics 2026-02-04 Soobin Cho , Renming Song

We present a stable characterization of on-diagonal upper bounds for heat kernels associated with regular Dirichlet forms on metric measure spaces satisfying the volume doubling property. Our conditions include integral bounds on the jump…

Analysis of PDEs · Mathematics 2025-01-14 Soobin Cho

We obtain pointwise lower bounds for heat kernels of higher order differential operators with Dirichlet boundary conditions on bounded domains in $\R^N$. The bounds exhibit explicitly the nature of the spatial decay of the heat kernel close…

Spectral Theory · Mathematics 2011-10-18 Narinder S Claire