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Under some mild assumptions on the Levy measure and the symbol we obtain gradient estimates of Dirichlet heat kernels for pure-jump isotropic unimodal Levy processes in $R^d$.

Probability · Mathematics 2016-05-06 Tadeusz Kulczycki , Michal Ryznar

In this paper, we study transition density functions for pure jump unimodal L\'evy processes killed upon leaving an open set $D$. Under some mild assumptions on the L\'evy density, we establish two-sided Dirichlet heat kernel estimates when…

Probability · Mathematics 2021-03-03 Soobin Cho , Jaehoon Kang , Panki Kim

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

We give two-term small-time approximation for the trace of the Dirichlet heat kernel of bounded smooth domain for unimodal L\'evy processes satisfying the weak scaling conditions.

Functional Analysis · Mathematics 2015-04-01 Krzysztof Bogdan , Bartłomiej A. Siudeja

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

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

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 investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. First, we provide results that give upper estimates in a situation when the corresponding jump measure is allowed to be highly…

Probability · Mathematics 2020-07-30 Tomasz Grzywny , Karol Szczypkowski

We show two-sided bounds of heat kernel for anisotropic non-singular symmetric pure jump Markov process whose jump kernel $J(x,y)$ is comparable to $\frac{{\bf 1}_{\mathcal{V}}(x-y)}{|x-y|^{d+\alpha}}$, where $\mathcal{V}$ is a union of…

Probability · Mathematics 2021-10-12 Jaehoon Kang

Let $Z=(Z^{1}, \ldots, Z^{d})$ be the $d$-dimensional L\'evy processes where $Z^{i}$'s are independent $1$-dimensional L\'evy processes with jump kernel $J^{\phi, 1}(u,w) =|u-w|^{-1}\phi(|u-w|)^{-1}$ for $u, w\in \mathbb R$. Here $\phi$ is…

Probability · Mathematics 2020-08-11 Kyung-Youn Kim , Lidan Wang

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

Let $J$ be the L\'evy density of a symmetric L\'evy process in $\mathbb{R}^d$ with its L\'evy exponent satisfying a weak lower scaling condition at infinity. Consider the non-symmetric and non-local operator $$ {\mathcal L}^{\kappa}f(x):=…

Probability · Mathematics 2017-03-14 Panki Kim , Renming Song , Zoran Vondraček

We prove sharp two-sided bounds of the fundamental solution for an integro-differential operator of order $\alpha \in (0,2)$ that generates a $d$-dimensional Markov process. The corresponding Dirichlet form is comparable to that of $d$…

Analysis of PDEs · Mathematics 2021-09-21 Moritz Kassmann , Kyung-Youn Kim , Takashi Kumagai

In this paper we establish the existence and uniqueness of heat kernels to a large class of time-inhomogenous non-symmetric nonlocal operators with Dini's continuous kernels. Moreover, quantitative estimates including two-sided estimates,…

Analysis of PDEs · Mathematics 2020-10-09 Zhen-Qing Chen , Xicheng Zhang

In this paper, we study the transition densities of pure-jump symmetric Markov processes in $ {{\mathbb R}}^d$, whose jumping kernels are comparable to radially symmetric functions with mixed polynomial growths. Under some mild assumptions…

Probability · Mathematics 2018-04-20 Joohak Bae , Jaehoon Kang , Panki Kim , Jaehun Lee

In this paper we study the spectral heat content for various L\'evy processes. We establish the asymptotic behavior of the spectral heat content for L\'{e}vy processes of bounded variation in $\mathbb{R}^{d}$, $d\geq 1$. We also study the…

Probability · Mathematics 2018-11-29 Tomasz Grzywny , Hyunchul Park , Renming Song

In this paper, we study sharp Dirichlet heat kernel estimates for a large class of symmetric Markov processes in $C^{1,\eta}$ open sets. The processes are symmetric pure jump Markov processes with jumping intensity $\kappa(x,y) \psi_1…

Probability · Mathematics 2014-02-20 Kyung-Youn Kim , Panki Kim

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

In this paper, we study two types of purely discontinuous symmetric Markov processes $X$ in bounded smooth subsets of $\mathbb R^d$: conservative processes and processes killed either upon approaching the boundary of the set or by a killing…

Probability · Mathematics 2025-12-16 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček
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