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The paper is devoted to a local heat kernel, which is a special part of the standard heat kernel. Locality means that all considerations are produced in an open convex set of a smooth Riemannian manifold. We study such properties and…

Mathematical Physics · Physics 2023-03-29 A. V. Ivanov

We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…

Probability · Mathematics 2010-07-20 Mathieu Rosenbaum , Peter Tankov

Estimation methods for the L\'{e}vy density of a L\'{e}vy process are developed under mild qualitative assumptions. A classical model selection approach made up of two steps is studied. The first step consists in the selection of a good…

Statistics Theory · Mathematics 2016-08-16 José E. Figueroa-López , Christian Houdré

We consider symmetric processes of pure jump type. We prove local estimates on the probability of exiting balls, the H\"older continuity of harmonic functions and of heat kernels, and convergence of a sequence of such processes.

Probability · Mathematics 2008-03-24 Richard F. Bass , Moritz Kassmann , Takashi Kumagai

We obtain general lower estimates of transition densities of jump L\'evy processes. We use them for processes with L\'evy measures having bounded support, processes with exponentially decaying L\'evy measures for large times and for…

Probability · Mathematics 2016-01-07 Pawel Sztonyk

We obtain matching two sided estimates of the heat kernel on a connected sum of parabolic manifolds, each of them satisfying the Li-Yau estimate. The key result is the on-diagonal upper bound of the heat kernel at a central point. Contrary…

Probability · Mathematics 2016-08-05 Alexander Grigor'yan , Satoshi Ishiwata , Laurent Saloff-Coste

For $d\geq 2$, we establish the existence and uniqueness of heat kernels for a large class of time-dependent second order diffusion operator with jumps, which is the sum of time-dependent of a second order elliptic differential operators…

Analysis of PDEs · Mathematics 2016-11-18 Zhen-Qing Chen , Eryan Hu , Longjie Xie , Xicheng Zhang

We consider a class of constant-coefficient partial differential operators on a finite-dimensional real vector space which exhibit a natural dilation invariance. Typically, these operators are anisotropic, allowing for different degrees in…

Analysis of PDEs · Mathematics 2020-01-22 Evan Randles , Laurent Saloff-Coste

We derive explicitly the coupling property for the transition semigroup of a L\'{e}vy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the…

Probability · Mathematics 2012-12-06 René L. Schilling , Paweł Sztonyk , Jian Wang

We show that the polynomial decay rate of the heat semigroup of the Dirichlet Laplacian in curved planar wedges equals the sum of the usual dimensional decay rate and a multiple of the reciprocal value of the opening angle. To prove the…

Spectral Theory · Mathematics 2016-04-27 David Krejcirik

This paper presents a detailed analysis of the heat kernel on an $(\mathbb{N}\times\mathbb{N})$-parameter family of compact metric measure spaces, which do not satisfy the volume doubling property. In particular, uniform bounds of the heat…

Probability · Mathematics 2020-03-06 Patricia Alonso Ruiz

We study heat kernel estimates for symmetric pure jump processes on general metric measure spaces. Building on recent progress in the local setting due to S.~Eriksson-Bique, we develop a non-local version of the Whitney blending technique…

Probability · Mathematics 2026-02-09 Mathav Murugan

The paper deals with point-wise estimates for the heat kernel of a nonlocal convolution type operator with a kernel that decays at least exponentially at infinity. It is shown that the large time behaviour of the heat kernel depends…

Functional Analysis · Mathematics 2018-04-25 Alexander Grigoryan , Yury Kondratiev , Andrey Piatnitski , Elena Zhizhina

Motivated by the spectral theory of relativistic atoms, we prove matching upper and lower bounds for the transition density of Hardy perturbations of subordinated Bessel heat kernels. The analysis is based on suitable supermedian functions,…

Analysis of PDEs · Mathematics 2024-09-05 Krzysztof Bogdan , Tomasz Jakubowski , Konstantin Merz

By using the existing sharp estimates of density function for rotationally invariant symmetric $\alpha$-stable L\'{e}vy processes and rotationally invariant symmetric truncated $\alpha$-stable L\'{e}vy processes, we obtain that Harnack…

Probability · Mathematics 2011-05-17 Jian Wang

The purpose of this article is to establish upper and lower estimates for the integral kernel of the semigroup exp(-tP) associated to a classical, strongly elliptic pseudodifferential operator P of positive order on a closed manifold. The…

Analysis of PDEs · Mathematics 2014-11-04 Heiko Gimperlein , Gerd Grubb

We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…

Statistical Mechanics · Physics 2022-07-19 Piotr Garbaczewski , Mariusz Żaba

This paper considers the problem of estimating probability density functions on the rotation group $SO(3)$. Two distinct approaches are proposed, one based on characteristic functions and the other on wavelets using the heat kernel.…

Statistics Theory · Mathematics 2015-12-21 Nicolas Le Bihan , Julien Flamant , Jonathan H. Manton

We study a combination of the refracted and reflected L\'evy processes. Given a spectrally negative L\'evy process and two boundaries, it is reflected at the lower boundary while, whenever it is above the upper boundary, a linear drift at a…

Probability · Mathematics 2017-06-13 José-Luis Pérez , Kazutoshi Yamazaki

Let $(X,g)$ be a product cone with the metric $g=dr^2+r^2h$, where $X=C(Y)=(0,\infty)_r\times Y$ and the cross section $Y$ is a $(n-1)$-dimensional closed Riemannian manifold $(Y,h)$. We study the upper boundedness of heat kernel associated…

Analysis of PDEs · Mathematics 2022-05-16 Xiaoqi Huang , Junyong Zhang