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In this paper, we focus on the heat kernel estimates for diffusions and jump processes on metric measure spaces satisfying a weak chain condition, where the length of a nearly shortest $\varepsilon$-chain between two points $x,y$ is…

Probability · Mathematics 2024-11-01 Guanhua Liu

The aim of this paper is threefold. First, we obtain the precise bounds for the heat kernel on isotropic Heisenberg groups by using well-known results in the three dimensional case. Second, we study the asymptotic estimates at infinity for…

Analysis of PDEs · Mathematics 2018-09-25 Hong-Quan Li , Ye Zhang

We construct and estimate the fundamental solution of highly anisotropic space-inhomogeneous integro-differential operators. We use the Levi method. We give applications to the Cauchy problem for such operators.

Analysis of PDEs · Mathematics 2017-04-13 Krzysztof Bogdan , Paweł Sztonyk , Victoria Knopova

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 a $d$-dimensional non-symmetric strictly $\alpha$-stable L\'{e}vy process $\mathbf{X}$, whose spherical density is bounded and bounded away from the origin. First, we give sharp two-sided estimates on the transition density of…

Probability · Mathematics 2023-10-13 Łukasz Leżaj

We provide general lower and upper bounds for Laplace Dirichlet heat kernel of convex $\mathcal C^{1,1}$ domains. The obtained estimates precisely describe the exponential behaviour of the kernels, which has been known only in a few special…

Analysis of PDEs · Mathematics 2021-10-13 Grzegorz Serafin

We prove universality of the Yaglom limit of Lipschitz cones among all unimodal L\'{e}vy processes sufficiently close to the isotropic $\alpha$-stable L\'{e}vy process.

Probability · Mathematics 2021-10-05 Gavin Armstrong , Krzysztof Bogdan , Tomasz Grzywny , Łukasz Leżaj , Longmin Wang

In this paper we study the transition densities for a large class of non-symmetric Markov processes whose jumping kernels decay exponentially or subexponentially. We obtain their upper bounds which also decay at the same rate as their…

Probability · Mathematics 2018-01-03 Panki Kim , Jaehun Lee

We study small time bounds for transition densities of convolution semigroups corresponding to pure jump L\'evy processes in $\mathbb{R}^{d}$, $d \geq 1$, including those with jumping kernels exponentially and subexponentially localized at…

Probability · Mathematics 2015-06-16 Kamil Kaleta , Paweł Sztonyk

In this thesis we describe a type of metric space called an Euclidean polyhedral complex. We define a Dirichlet form on it; this is used to give a corresponding heat kernel. We provide a uniform small time Poincare inequality for complexes…

Metric Geometry · Mathematics 2008-01-22 Melanie Pivarski

By making full use of heat kernel estimates, we establish the integral tests on the zero-one laws of upper and lower bounds for the sample path ranges of symmetric Markov processes. In particular, these results concerning on upper rate…

Probability · Mathematics 2015-09-01 Yuichi Shiozawa , Jian 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

A new algebraic approach for calculating the heat kernel for the Laplace operator on any Riemannian manifold with covariantly constant curvature is proposed. It is shown that the heat kernel operator can be obtained by an averaging over the…

High Energy Physics - Theory · Physics 2008-11-26 Ivan G. Avramidi

In this paper, we establish sharp two-sided heat kernel estimates for a large class of symmetric Markov processes in exterior $C^{1,\eta}$ open sets for all $t> 0$. The processes are symmetric pure jump Markov processes with jumping kernel…

Probability · Mathematics 2015-01-16 Kyung-Youn Kim

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

We prove pointwise and $L^p$ gradient estimates for the heat kernel on the bounded and unbounded Vicsek set and applications to Sobolev inequalities are given. We also define a Hodge semigroup in that setting and prove estimates for its…

Analysis of PDEs · Mathematics 2024-09-25 Fabrice Baudoin , Li Chen

We give sharp asymptotic estimates at infinity of all radial partial derivatives of the heat kernel on H-type groups. As an application, we give a new proof of the discreteness of the spectrum of some natural sub-Riemannian…

Classical Analysis and ODEs · Mathematics 2022-05-11 Tommaso Bruno , Mattia Calzi

We construct in the small-time setting the upper and lower estimates for the transition probability density of a L\'evy process in $\rn$. Our approach relies on the complex analysis technique and the asymptotic analysis of the inverse…

Probability · Mathematics 2013-10-29 V. Knopova

We prove sharp two-sided global estimates for the heat kernel associated with a Euclidean sphere of arbitrary dimension. This solves a long-standing open problem.

Classical Analysis and ODEs · Mathematics 2019-11-19 Adam Nowak , Peter Sjögren , Tomasz Z. Szarek

We prove that the parabolic Harnack inequality implies the existence of jump kernel for symmetric pure jump process. This allows us to remove a technical assumption on the jumping measure in the recent characterization of the parabolic…

Probability · Mathematics 2020-05-27 Guanhua Liu , Mathav Murugan