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

We provide a general framework for fractional Hardy inequalities. Our framework covers, for instance, fractional inequalities related to the Dirichlet forms of some L\'evy processes, and weighted fractional inequalities on irregular open…

The heat trace of a planar polygon contains corner terms depending only on the opening angles, while the heat trace of a smooth planar domain contains curvature terms along the boundary. We show that, for curvilinear polygons, these two…

For a sub-Riemannian manifold provided with a smooth volume, we relate the small time asymptotics of the heat kernel at a point $y$ of the cut locus from $x$ with roughly "how much" $y$ is conjugate to $x$. This is done under the hypothesis…

We show that, in odd dimensions, any real valued, bounded potential of compact support has at least one scattering resonance. For dimensions three and higher this was previously known only for sufficiently smooth potentials. The proof is…

What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…

We study pointwise and $L^p$ gradient estimates of the heat kernel, on manifolds that may have some amount of negative Ricci curvature, provided it is not too negative (in an integral sense) at infinity. We also prove uniform boundedness…

Let $G$ be a compact connected Lie group equipped with a bi-invariant metric. We calculate the asymptotic expansion of the heat kernel of the laplacian on $G$ and the heat trace using Lie algebra methods. The Duflo isomorphism plays a key…

In this paper, we first extend the approximate factorization for purely discontinuous Markov process established in \cite{CKSV20} by getting rid of some of the conditions imposed in \cite{CKSV20}. Then we apply the approximate factorization…

We consider a class of fourth order uniformly elliptic operators in planar Euclidean domains and study the associated heat kernel. For operators with $L^{\infty}$ coefficients we obtain Gaussian estimates with best constants, while for…

We consider the heat-kernel on a manifold whose boundary is piecewise smooth. The set of independent geometrical quantities required to construct an expression for the contribution of the boundary discontinuities to the C_{2} heat-kernel…

Using the technique of labeled operators, compact explicit expressions are given for all traced heat kernel coefficients containing zero, two, four and six covariant derivatives, and for diagonal coefficients with zero, two and four…

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…

Wavelet bases and frames consisting of band limited functions of nearly exponential localization on Rd are a powerful tool in harmonic analysis by making various spaces of functions and distributions more accessible for study and…

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…

For a one-dimensional L\'{e}vy process, we derive an explicit formula for the probability of first hitting a specified point among a fixed finite set. Moreover, using this formula, we obtain an explicit expression for each entry of the…

Let $\Omega$ be a $C^\infty$-smooth bounded domain of $\mathbb{R}^n$, $n \geq 1$, and let the matrix ${\bf a} \in C^\infty (\overline{\Omega};\R^{n^2})$ be symmetric and uniformly elliptic. We consider the $L^2(\Omega)$-realization $A$ of…

L\'evy processes, known for their ability to model complex dynamics with skewness, heavy tails and discontinuities, play a critical role in stochastic modeling across various domains. However, inference for most L\'evy processes, whether in…

We derive an interpolation version of constrained matrix Li-Yau-Hamilton estimate on K\"ahler manifolds. As a result, we first get a constrained matrix Li-Yau-Hamilton estimate for heat equation on a K\"ahler manifold with fixed K\"ahler…

We characterize the small-time asymptotic behavior of the exit probability of a L\'evy process out of a two-sided interval and of the law of its overshoot, conditionally on the terminal value of the process. The asymptotic expansions are…

We review some of the theory relevant to passage times of one-dimensional L\'evy processes out of bounded regions, highlighting results that are useful in physical phenomena modelled by heavy-tailed L\'evy flights. The process is…