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In this paper we consider the following SDE with distributional drift $b$: $$ {\rm d} X_t=\sigma(X_t){\rm d} B_t+b(X_t){\rm d} t,\ X_0=x\in{\mathbb R}^d, $$ where $\sigma$ is a bounded continuous and uniformly non-degenerate $d\times…

Probability · Mathematics 2018-04-10 Xicheng Zhang , Guohuan Zhao

We obtain heat kernel estimates for a class of fourth order non-uniformly elliptic operators in two dimensions. Contrary to existing results, the operators considered have symbols that are not strongly convex. This rises certain…

Analysis of PDEs · Mathematics 2022-11-22 Gerassimos Barbatis , Panagiotis Branikas

We prove several necessary and sufficient conditions for the existence of (smooth) transition probability densities for L\'evy processes and isotropic L\'evy processes. Under some mild conditions on the characteristic exponent we calculate…

Probability · Mathematics 2014-07-31 V. Knopova , R. L. Schilling

We prove heat kernel bounds for the operator (1 + |x|^{\alpha})\Delta in R^N, through Nash inequalities and weighted Hardy inequalities.

Analysis of PDEs · Mathematics 2011-01-21 Giorgio Metafune , Chiara Spina

On doubling metric measure spaces endowed with a strongly local regular Dirichlet form, we show some characterisations of pointwise upper bounds of the heat kernel in terms of global scale-invariant inequalities that correspond respectively…

Analysis of PDEs · Mathematics 2013-11-15 Salahaddine Boutayeb , Thierry Coulhon , Adam Sikora

We study one-dimensional Levy processes with Levy-Khintchine exponent psi(xi^2), where psi is a complete Bernstein function. These processes are subordinate Brownian motions corresponding to subordinators, whose Levy measure has completely…

Probability · Mathematics 2011-12-08 Mateusz Kwasnicki

In this article, we establish Gaussian decay for the Box_b-heat kernel on polynomial models in C^2. Our technique attains the exponential decay via a partial Fourier transform. On the transform side, the problem becomes finding quantitative…

Complex Variables · Mathematics 2014-06-26 Albert Boggess , Andrew Raich

We study the L\'evy spin glass model, a fully connected model on $N$ vertices with heavy-tailed interactions governed by a power law distribution of order $0<\alpha<2.$ Our investigation is divided into three cases $0<\alpha<1$, $\alpha=1$,…

Probability · Mathematics 2024-08-28 Wei-Kuo Chen , Heejune Kim , Arnab Sen

Small-space and large-time estimates and asymptotic expansion of the distribution function and (the derivatives of) the density function of hitting times of points for symmetric L\'evy processes are studied. The L\'evy measure is assumed to…

Probability · Mathematics 2017-02-15 Tomasz Juszczyszyn , Mateusz Kwaśnicki

We give sharp estimates for the heat kernel of the fractional Laplacian with Dirichlet condition for a general class of domains including Lipschitz domains.

Probability · Mathematics 2010-11-08 Krzysztof Bogdan , Tomasz Grzywny , Michał Ryznar

Spectral theory for the transition semigroup of one-dimensional symmetric Levy process killed upon hitting the origin is studied. Under very mild assumptions, an integral-type formula for eigenfunctions is obtained, and eigenfunction…

Probability · Mathematics 2012-10-03 Mateusz Kwasnicki

We prove a Davies type double integral estimate for the heat kernel $H(y,t;x,l)$ under the Ricci flow. As a result, we give an affirmative answer to a question proposed by Chow etc.. Moreover, we apply the Davies type estimate to provide a…

Differential Geometry · Mathematics 2014-02-11 Meng Zhu

We study entire solutions of the biharmonic heat equation on complete Riemannian manifolds without boundary. We provide exponential decay estimates for the biharmonic heat kernel under assumptions on the lower bound of Ricci curvature and…

Differential Geometry · Mathematics 2022-03-29 Fei He

The main results of the article are short time estimates and asymptotic estimates for the first two order derivatives of the logarithmic heat kernel of a complete Riemannian manifold. We remove all curvature restrictions and also develop…

Probability · Mathematics 2023-03-07 Xin Chen , Xue Mei Li , Bo Wu

We construct the fundamental solution (the heat kernel) $p^{\kappa}$ to the equation $\partial_t=\mathcal{L}^{\kappa}$, where under certain assumptions the operator $\mathcal{L}^{\kappa}$ takes one of the following forms, \begin{align*}…

Analysis of PDEs · Mathematics 2018-04-05 Tomasz Grzywny , Karol Szczypkowski

We study the higher-order heat-type equation with first time and M-th spatial partial derivatives, M = 2, 3, ... . We demonstrate that its exact solutions for M even can be constructed with the help of signed Levy stable functions. For M…

Statistical Mechanics · Physics 2015-06-16 K. Gorska , A. Horzela , K. A. Penson , G. Dattoli

We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…

Statistical Mechanics · Physics 2015-05-13 Piotr Garbaczewski , Vladimir Stephanovich

We establish a Gaussian upper bound of the heat kernel for the Laplace-Beltrami operator on complete Riemannian manifolds with Bakry-\'Emery Ricci curvature bounded below. As applications, we first prove an L^1-Liouville property for…

Differential Geometry · Mathematics 2023-06-27 Xingyu Song , Ling Wu , Meng Zhu

It is proved that the two-sided exits of a Levy process are proper, i.e. not a.s. equal to their one-sided counterparts, if and only if said process is not a subordinator or the negative of a subordinator. Furthermore, Levy processes are…

Probability · Mathematics 2015-11-25 Matija Vidmar

We establish a dichotomy in the small-time asymptotic behavior of the spectral heat content (SHC) for symmetric, but not necessarily isotropic, L\'evy processes whose L\'evy density satisfies a weak lower scaling condition near zero. This…

Probability · Mathematics 2025-08-13 Jaehun Lee , Hyunchul Park