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We study a class of stochastic differential equations driven by a possibly tempered L{\'e}vy process, under mild conditions on the coefficients. We prove the well-posedness of the associated martingale problem as well as the existence of…

Probability · Mathematics 2016-02-01 L Huang

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

We study a spatial asymptotic behaviour at infinity of kernels $p_t(x)$ for convolution semigroups of nonlocal pseudo-differential operators. We give general and sharp sufficient conditions under which the limits $$ \lim_{r \to \infty}…

Analysis of PDEs · Mathematics 2017-06-01 Kamil Kaleta , Paweł Sztonyk

In this paper we investigate functions that are harmonic with respect to the non-symmetric strictly $\alpha$-stable L\'evy processes on an open set $D \in \mathbb{R}^d$. We obtain the explicit formula for their boundary decay rate at parts…

Probability · Mathematics 2019-12-23 Tomasz Juszczyszyn

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

Let $\mathbf{X}=\{X_t\}_{t\geq 0}$ be a L\'evy process in $\mathbb{R}^d$ and $\Omega$ be an open subset of $\mathbb{R}^d$ with finite Lebesgue measure. In this article we consider the quantity $H (t) = \int_{\Omega}\mathbb{P}_{x} (X_t\in…

Probability · Mathematics 2016-11-03 Wojciech Cygan , Tomasz Grzywny

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

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

We establish global two-sided heat kernel estimates (for full time and space) of the Schr\"odinger operator $-\frac{1}{2}\Delta+V$ on $\R^d$, where the potential $V(x)$ is locally bounded and behaves like $c|x|^{-\alpha}$ near infinity with…

Analysis of PDEs · Mathematics 2024-01-18 Xin Chen , Jian Wang

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

We introduce and study an extension of the heat equation relevant to relativistic energy formula involving square root of differential operators. We furnish exact solutions of corresponding Cauchy (initial) problem using the operator…

Mathematical Physics · Physics 2018-01-04 K. A. Penson , K. Górska , A. Horzela , G. Dattoli

We study the long-time asymptotic behaviour of semigroups generated by non-local Schr\"odinger operators of the form $H = -L+V$; the free operator $L$ is the generator of a symmetric L\'evy process in $\mathbb R^d$, $d > 1$ (with…

Probability · Mathematics 2019-03-29 Kamil Kaleta , René L. Schilling

This paper establishes the precise small-time asymptotic behavior of the spectral heat content for isotropic L\'evy processes on bounded $C^{1,1}$ open sets of $\mathbb{R}^{d}$ with $d\ge 2$, where the underlying characteristic exponents…

Probability · Mathematics 2024-03-01 Kei Kobayashi , Hyunchul Park

We determine the decay rate of the bottom crossing probability for symmetric jump processes under the condition on heat kernel estimates. Our results are applicable to symmetric stable-like processes and stable-subordinated diffusion…

Probability · Mathematics 2016-12-15 Yuichi Shiozawa

Wavelet bases and frames consisting of band limited functions of nearly exponential localization on Rd are a powerful tool in harmonic analysis by making various spaces of functions and distributions more accessible for study and…

Functional Analysis · Mathematics 2012-06-05 Thierry Coulhon , Gerard Kerkyacharian , Pencho Petrushev

We prove sharp two-sided estimates on the tail probability of the first hitting time of bounded interval as well as its asymptotic behaviour for general non-symmetric processes which satisfy an integral condition \[ \int_0^{\infty}…

Probability · Mathematics 2019-11-15 Tomasz Grzywny , Łukasz Leżaj , Maciej Miśta

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 present an existence result for L\'evy-type processes which requires only weak regularity assumptions on the symbol $q(x,\xi)$ with respect to the space variable $x$. Applications range from existence and uniqueness results for…

Probability · Mathematics 2019-02-18 Franziska Kühn

We show that the second term in the asymptotic expansion as t approaches 0 of the trace of the Dirichlet heat kernel on Lipschitz domains for unimodal L\'evy processes, satisfying some weak scaling conditions, is given by the surface area…

Probability · Mathematics 2017-10-04 Gavin Armstrong

We investigate the heat equation corresponding to the Bessel operators on a symmetric cone $\Omega=G/K$. These operators form a one-parameter family of elliptic self-adjoint second order differential operators and occur in the Lie algebra…

Analysis of PDEs · Mathematics 2013-11-27 Jan Möllers
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