Related papers: Gradient estimates of Dirichlet heat kernels for u…

In this paper we give Hamilton's Laplacian estimates for the heat equation on complete noncompact manifolds with nonnegative Ricci curvature. As an application, combining Li-Yau's lower and upper bounds of the heat kernel, we give an…

We present on-diagonal heat kernel estimates and quantitative homogenization statements for the one-dimensional Bouchaud trap model. The heat kernel estimates are obtained using standard techniques, with key inputs coming from a careful…

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…

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.

This paper provides rate-efficient estimators of the volatility parameter in the presence of L\'{e}vy jumps

In this paper we extend a gradient estimate of R. Hamilton for positive solutions to the heat equation on closed manifolds to bounded positive solutions on complete, non-compact manifolds with $Rc \geq -Kg$. We accomplish this extension via…

This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the $L^p$ norms of the…

In the first part of this article, we prove two-sided estimates of hitting probabilities of balls, the potential kernel and the Green function for a ball for general isotropic unimodal L\'evy processes. Our bounds are sharp under the…

In this paper, we derive a gradient estimate for the linear combinations of eigenforms of the Hodge Laplacian on a closed manifold. The estimate is given in terms of the dimension, volume, diameter and curvature bound of the manifold. As an…

We establish a point-wise gradient estimate for $all$ positive solutions of the conjugate heat equation. This contrasts to Perelman's point-wise gradient estimate which works mainly for the fundamental solution rather than all solutions.…

For the first time, the estimates of the non-centered Weyl-group invariant heat kernel for curved Riemannian spaces and for Opdam-Cherednik Laplacians are studied systematically. We prove sharp estimates for the root system $A_1$ with…

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…

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…

We employ the recent generalization of the Hardy--Stein identity to extend the previous Littlewood--Paley estimates to general pure-jump Dirichlet forms. The results generalize those for symmetric pure-jump L\'evy processes in Euclidean…

Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients.

Gradient and stability type estimates of heat kernel associated with fractional power of a uniformly elliptic operator are obtained. $L^p$-operator norm of semigroups associated with fractional power of two uniformly elliptic operators are…

Quenched and annealed heat kernel estimates are established for Fontes-Isopi-Newman (FIN) processes on spaces equipped with a resistance form. These results are new even in the case of the one-dimensional FIN diffusion, and also apply to…

We present an existence result for L\'evy-type processes which requires only weak regularity assumptions on the symbol $q(x,\xi)$ with respect to the space variable $x$. Applications range from existence and uniqueness results for…

We obtain sharp estimates for heat kernels and Green's functions on complete noncompact Riemannian manifolds with Euclidean volume growth and nonnegative Ricci curvature. We will then apply these estimates to obtain sharp Moser-Trudinger…

We consider symmetric processes of pure jump type. We prove local estimates on the probability of exiting balls, the H\"older continuity of harmonic functions and of heat kernels, and convergence of a sequence of such processes.