English
Related papers

Related papers: Dirichlet Heat Kernel Estimates for Subordinate Br…

200 papers

In this paper, we discuss estimates of transition densities of subordinate Brownian motions in open subsets of Euclidean space. When $D$ is a $C^{1,1}$ domain, we establish sharp two-sided estimates for the transition densities of a large…

Probability · Mathematics 2018-04-25 Panki Kim , Ante Mimica

Suppose that $d\ge 1$ and $\alpha\in (0, 2)$. In this paper, by using probabilistic methods, we establish sharp two-sided pointwise estimates for the Dirichlet heat kernels of $\{\Delta+ a^\alpha \Delta^{\alpha/2}; \ a\in (0, 1]\}$ on…

Probability · Mathematics 2011-02-25 Zhen-Qing Chen , Panki Kim , Renming Song

In this paper, we derive explicit sharp two-sided estimates of the Dirichlet heat kernels for a class of symmetric subordinate diffusion processes with diffusive components in $C^{1, \alpha}(\alpha\in (0, 1])$ open sets in $\mathbb R^d$…

Probability · Mathematics 2024-04-30 Jie-Ming Wang

We give a direct proof of the sharp two-sided estimates, recently established in [4,9], for the Dirichlet heat kernel of the fractional Laplacian with gradient perturbation in $C^{1, 1}$ open sets by using Duhamel formula. We also obtain a…

Probability · Mathematics 2017-12-12 Peng Chen , Renming Song , Longjie Xie , Yingchao Xie

In this paper, we establish sharp two-sided estimates for the transition densities of relativistic stable processes [i.e., for the heat kernels of the operators $m-(m^{2/\alpha}-\Delta)^{\alpha/2}$] in $C^{1,1}$ open sets. Here $m>0$ and…

Probability · Mathematics 2012-09-27 Zhen-Qing Chen , Panki Kim , Renming Song

We consider a subordinate Brownian motion $X$ with Gaussian components when the scaling order of purely discontinuous part is between $0$ and $2$ including $2$. In this paper we establish sharp two-sided bounds for transition density of $X$…

Probability · Mathematics 2017-10-17 Joohak Bae , Panki Kim

In this paper, we derive global sharp heat kernel estimates for symmetric alpha-stable processes (or equivalently, for the fractional Laplacian with zero exterior condition) in two classes of unbounded C^{1,1} open sets in R^d:…

Probability · Mathematics 2009-06-09 Zhen-Qing Chen , Joshua Tokle

Let $Z=(Z^{1}, \ldots, Z^{d})$ be the d-dimensional L\'evy {process} where {$Z^i$'s} are independent 1-dimensional L\'evy {processes} with identical jumping kernel $ \nu^1(r) =r^{-1}\phi(r)^{-1}$. Here $\phi$ is {an} increasing function…

Probability · Mathematics 2024-07-23 Kyung-Youn Kim , Lidan Wang

We consider a large class of symmetric pure jump Markov processes dominated by isotropic unimodal L\'evy processes with weak scaling conditions. First, we establish sharp two-sided heat kernel estimates for these processes in $C^{1,1}$ open…

Probability · Mathematics 2019-03-06 Tomasz Grzywny , Kyung-Youn Kim , Panki Kim

In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels of a large class of symmetric (but not necessarily rotationally symmetric) L\'evy processes on half spaces for all $t>0$. These L\'evy processes may…

Probability · Mathematics 2016-02-22 Zhen-Qing Chen , Panki Kim

We consider a family of pseudo differential operators $\{\Delta+ a^\alpha \Delta^{\alpha/2}; a\in (0, 1]\}$ on $\bR^d$ for every $d\geq 1$ that evolves continuously from $\Delta$ to $\Delta + \Delta^{\alpha/2}$, where $\alpha \in (0, 2)$.…

Probability · Mathematics 2010-02-08 Zhen-Qing Chen , Panki Kim , Renming Song

In this paper, we consider a large class of purely discontinuous rotationally symmetric Levy processes. We establish sharp two-sided estimates for the transition densities of such processes killed upon leaving an open set D. When D is a…

Probability · Mathematics 2017-05-17 Zhen-Qing Chen , Panki Kim , Renming Song

In this paper, the two-sided Dirichlet heat kernel estimates are obtained for a class of discontinuous isotropic Levy processes with Gaussian components in Lipschitz open sets. Furthermore, the necessary and sufficient conditions for the…

Probability · Mathematics 2025-03-18 Jie-Ming Wang

Suppose that $d\geq2$ and $\alpha\in(1,2)$. Let D be a bounded $C^{1,1}$ open set in $\mathbb{R}^d$ and b an $\mathbb{R}^d$-valued function on $\mathbb{R}^d$ whose components are in a certain Kato class of the rotationally symmetric…

Probability · Mathematics 2012-10-30 Zhen-Qing Chen , Panki Kim , Renming Song

In this paper, sharp two-sided estimates for the transition densities of relativistic $\alpha$-stable processes with mass $m\in (0, 1]$ in $C^{1,1}$ exterior open sets are established for all time $t>0$. These transition densities are also…

Probability · Mathematics 2011-12-14 Zhen-Qing Chen , Panki Kim , Renming Song

We provide sharp two-sided estimates on the Dirichlet heat kernel $k_1(t,x,y)$ for the Laplacian in a ball. The result accurately describes the exponential behaviour of the kernel for small times and significantly improves the qualitatively…

Analysis of PDEs · Mathematics 2017-04-05 Jacek Malecki , Grzegorz Serafin

The main objective of the work is to provide sharp two-sided estimates of $\lambda$-Green function of hyperbolic Brownian motion of a half-space. We strongly rely on recent results obtained by K. Bogus and J. Malecki [3], regarding precise…

Probability · Mathematics 2015-02-05 Kamil Bogus , Tomasz Byczkowski , Jacek Malecki

In this article we study transition probabilities of a class of subordinate Brownian motions. Under mild assumptions on the Laplace exponent of the corresponding subordinator, sharp two sided estimates of the transition probability are…

Probability · Mathematics 2016-08-01 Ante Mimica

The goal of this paper is to establish sharp two-sided estimates on the heat kernels of two types of purely discontinuous symmetric Markov processes in the upper half-space of $\mathbb R^d$ with jump kernels degenerate at the boundary. The…

Probability · Mathematics 2025-05-06 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

For $d\geq 1$ and $0<\beta<\alpha<2$, consider a family of pseudo differential operators $\{\Delta^{\alpha} + a^\beta \Delta^{\beta/2}; a \in [0, 1]\}$ that evolves continuously from $\Delta^{\alpha/2}$ to $ \Delta^{\alpha/2}+…

Probability · Mathematics 2009-10-20 Zhen-Qing Chen , Panki Kim , Renming Song
‹ Prev 1 2 3 10 Next ›