Related papers: Dirichlet Heat Kernel Estimates for Rotationally S…
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…
Assuming the heat kernel on a doubling Dirichlet metric measure space has a sub-Gaussian bound, we prove an asymptotically sharp spectral upper bound on the survival probability of the associated diffusion process. As a consequence, we can…
We apply the Davies method to give a quick proof for upper estimate of the heat kernel for the non-local Dirichlet form on the ultra-metric space. The key observation is that the heat kernel of the truncated Dirichlet form vanishes when two…
In this paper, we study a family of stochastic volatility processes; this family features a mean reversion term for the volatility and a double CEV-like exponent that generalizes SABR and Heston's models. We derive approximated closed form…
A version of the saddle point method is developed, which allows one to describe exactly the asymptotic behavior of distribution densities of Levy driven stochastic integrals with deterministic kernels. Exact asymptotic behavior is…
It is well known that Nash-type inequalities for symmetric Dirichlet forms are equivalent to on-diagonal heat kernel upper bounds for the associated symmetric Markov semigroups. In this paper, we show that both imply (and hence are…
Recently we extended the concept of intrinsic ultracontractivity to non-symmetric semigroups and proved that for a large class of non-symmetric diffusions Z with measure-valued drift and potential, the semigroup of Z^D (the process obtained…
We give local in time sharp two sided estimates of the heat kernel associated with the relativistic stable operator perturbed by a critical (Hardy) potential.
We consider Dirichlet heat kernel $p_a^{(\mu)}(t,x,y)$ for the Bessel differential operator $L^{(\mu)}=\frac{d^2}{dx^2}+\frac{2\mu+1}{2x}$, $\mu\in\mathbb{R}$, in half-line $(a,\infty)$, $a>0$, and provide its asymptotic expansions for…
We give matching upper and lower bounds for the Dirichlet heat kernel of a Schr\"odinger operator $\Delta+W$ in the domain above the graph of a bounded Lipschitz function, in the case when $W$ decays away from the boundary faster than…
Consider the Schr\"odinger operator $ \mathcal L^V=-\Delta+V $ on $\R^d$, where $V:\R^d\to [0,\infty)$ is a nonnegative and locally bounded potential on $\R^d$ so that for all $x\in \R^d$ with $|x|\ge 1$, $c_1g(|x|)\le V(x)\le c_2g(|x|)$…
We study the boundary trace processes of reflected diffusions on uniform domains. We obtain stable-like heat kernel estimates for such a boundary trace process when the diffusion on the underlying ambient space satisfies sub-Gaussian heat…
In this paper we study the Martin boundary of open sets with respect to a large class of purely discontinuous symmetric L\'evy processes in ${\mathbb R}^d$. We show that, if $D\subset {\mathbb R}^d$ is an open set which is $\kappa$-fat at a…
We apply the Davies method to prove that for any regular Dirichlet form on a metric measure space, an off-diagonal stable-type upper bound of the heat kernel is equivalent to the conjunction of the on-diagonal upper bound, a cutoff…
On a smooth bounded domain \Omega \subset R^N we consider the Schr\"odinger operators -\Delta -V, with V being either the critical borderline potential V(x)=(N-2)^2/4 |x|^{-2} or V(x)=(1/4) dist (x,\partial\Omega)^{-2}, under Dirichlet…
We study spectral-theoretic properties of non-self-adjoint operators arising in the study of one-dimensional L\'evy processes with completely monotone jumps with a one-sided barrier. With no further assumptions, we provide an integral…
Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted L\'evy processes. The latter is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable…
We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…
In this paper we prove the uniform boundary Harnack principle in general open sets for harmonic functions with respect to a large class of rotationally symmetric purely discontinuous L\'evy processes.
In this paper, we study an asymptotic expansion of the heat kernel for a Laplace operator on a smooth Riemannian manifold without a boundary at enough small values of the proper time. The Seeley-DeWitt coefficients of this decomposition…