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Let $\Gamma$ denote the space of all locally finite subsets (configurations) in $R^d$. A stochastic dynamics of binary jumps in continuum is a Markov process on $\Gamma$ in which pairs of particles simultaneously hop over $R^d$. In this…

We prove the Harnack inequality and boundary Harnack principle for the absolute value of a one-dimensional recurrent subordinate Brownian motion killed upon hitting $0$, when $0$ is regular for itself and the Laplace exponent of the…

Probability · Mathematics 2016-07-27 Vanja Wagner

Let $X$ be a symmetric jump process on $\R^d$ such that the corresponding jumping kernel $J(x,y)$ satisfies $$J(x,y)\le \frac{c}{|x-y|^{d+2}\log^{1+\varepsilon}(e+|x-y|)}$$ for all $x,y\in\R^d$ with $|x-y|\ge1$ and some constants…

Probability · Mathematics 2017-07-14 Yuichi Shiozawa , Jian Wang

We consider boundary Harnack inequalities for regional fractional Laplacian which are generators of censored stable-like processes on G taking \kappa(x,y)/|x-y|^{n+\alpha}dxdy, x,y\in G as the jumping measure. When G is a C^{1,\beta-1} open…

Probability · Mathematics 2009-07-17 Qingyang Guan

We give a short and self-contained proof of the Boundary Harnack inequality for a class of domains satisfying some geometric conditions given in terms of a state function that behaves as the distance function to the boundary, is subharmonic…

Analysis of PDEs · Mathematics 2024-02-13 Francesco Paolo Maiale , Giorgio Tortone , Bozhidar Velichkov

By using a coupling method, an explicit log-Harnack inequality with local geometry quantities is established for (sub-Markovian) diffusion semigroups on a Riemannian manifold (possibly with boundary). This inequality as well as the…

Differential Geometry · Mathematics 2012-09-28 Marc Arnaudon , Anton Thalmaier , Feng-Yu Wang

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

Markov chain approximations of symmetric jump processes are investigated. Tightness results and a central limit theorem are established. Moreover, given the generator of a symmetric jump process with state space $\mathbbm{R}^d$ the…

Probability · Mathematics 2007-05-23 R. Husseini , M. Kassmann

Until now, it has been an open question whether every subordinated Brownian motion (SBM) satisfies the elliptic Harnack inequality (EHI). In this paper, we show that the answer is ``no." In our first theorem, we show that if $X=(X_t)_{t…

Probability · Mathematics 2023-04-12 Jens Malmquist , Mathav Murugan

In the first part of this article, we prove two-sided estimates of hitting probabilities of balls, the potential kernel and the Green function for a ball for general isotropic unimodal L\'evy processes. Our bounds are sharp under the…

Probability · Mathematics 2017-05-24 Tomasz Grzywny , Mateusz Kwaśnicki

We derive spectral fluctuation--dissipation--response inequalities for finite-state Markov jump processes. By comparing the causal susceptibility to its passive equilibrium reference, we establish frequency-resolved and frequency-integrated…

Statistical Mechanics · Physics 2026-04-23 Jie Gu

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

A classification for Brownian motions on metric graphs, that is, right continuous strong Markov processes which behave like a one-dimensional Brownian motion on the edges and feature effects like Walsh skewness, stickiness and jumps at the…

Probability · Mathematics 2018-05-18 Florian Werner

We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…

Probability · Mathematics 2014-04-08 Michel Benaïm , Stéphane Le Borgne , Florent Malrieu , Pierre-André Zitt

For stochastic differential equation driven by fractional Brownian motion with Hurst parameter $H>1/2$, Harnack type inequalities are established by constructing a coupling with unbounded time-dependent drift. These inequalities are applied…

Probability · Mathematics 2015-06-17 Xi-Liang Fan

We consider a class of pure jump Markov processes in $\rr^d$ whose jump kernels are comparable to those of symmetric stable processes. We prove a support theorem, a lower bound on the occupation times of sets, and show that we can…

Probability · Mathematics 2011-02-25 Brian M. Whitehead

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…

Probability · Mathematics 2022-01-28 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

The paper deals with the asymptotic properties of a random jump process in a high contrast periodic medium in $\mathbb R^d$, $d\geq 1$. We show that if the coordinates of the random jump process in $\mathbb R^d$ are equipped with an extra…

Probability · Mathematics 2024-02-13 Andrey Piatnitski , Elena Zhizhina

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

We prove an uniform boundary Harnack inequality for nonnegative functions harmonic with respect to $\alpha$-stable process on the Sierpi{\'n}ski triangle, where $\alpha \in (0, 1)$. Our result requires no regularity assumptions on the…

Probability · Mathematics 2010-12-07 Kamil Kaleta , Mateusz Kwaśnicki