English
Related papers

Related papers: Trace estimates for unimodal L\'evy processes

200 papers

We estimate the heat kernel of the smooth open set for the isotropic unimodal pure-jump L\'evy process with infinite L\'evy measure and weakly scaling L\'evy-Kchintchine exponent.

Probability · Mathematics 2014-02-20 K. Bogdan , T. Grzywny , M. Ryznar

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

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

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 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 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

We study the boundary trace processes of reflected diffusions on uniform domains. We obtain stable-like heat kernel estimates for such a boundary trace process when the diffusion on the underlying ambient space satisfies sub-Gaussian heat…

Probability · Mathematics 2025-02-24 Naotaka Kajino , Mathav Murugan

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

We obtain pointwise lower bounds for heat kernels of higher order differential operators with Dirichlet boundary conditions on bounded domains in $\R^N$. The bounds exhibit explicitly the nature of the spatial decay of the heat kernel close…

Spectral Theory · Mathematics 2011-10-18 Narinder S Claire

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 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

This paper establishes the precise small-time asymptotic behavior of the spectral heat content for isotropic L\'evy processes on bounded $C^{1,1}$ open sets of $\mathbb{R}^{d}$ with $d\ge 2$, where the underlying characteristic exponents…

Probability · Mathematics 2024-03-01 Kei Kobayashi , Hyunchul Park

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

Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose…

Probability · Mathematics 2016-06-06 Sihun Jo , Minsuk Yang

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

This paper provides sharp Dirichlet heat kernel estimates in inner uniform domains, including bounded inner uniform domains, in the context of certain (possibly non-symmetric) bilinear forms resembling Dirichlet forms. For instance, the…

Functional Analysis · Mathematics 2016-05-17 Janna Lierl , Laurent Saloff-Coste

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 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
‹ Prev 1 2 3 10 Next ›