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We obtain a uniform boundary Harnack principle (BHP) on any open sets for a large class of non-local operators on metric measure spaces under a jump measure comparability and tail estimate condition, and an upper bound condition on the…

Probability · Mathematics 2024-10-29 Shiping Cao , Zhen-Qing Chen

We prove Cameron-Martin type quasi-invariance results for the heat kernel measure of infinite-dimensional Kolmogorov and related diffusions. We first study quantitative functional inequalities for appropriate finite-dimensional…

Probability · Mathematics 2021-07-20 Fabrice Baudoin , Maria Gordina , Tai Melcher

Let $E$ be a locally compact separable metric space and $m$ be a positive Radon measure on it. Given a nonnegative function $k$ defined on $E\times E$ off the diagonal whose anti-symmetric part is assumed to be less singular than the…

Probability · Mathematics 2012-04-16 Masatoshi Fukushima , Toshihiro Uemura

In this paper, we first derive a Sobolev inequality along the harmonic-Ricci flow. We then prove a linear parabolic estimate based on the Sobolev inequality and Moser's iteration. As an application, we will obtain an upper bound estimate…

Differential Geometry · Mathematics 2015-03-02 Shouwen Fang , Tao Zheng

This paper is an exposition of several questions linking heat kernel measures on infinite dimensional Lie groups, limits associated with critical Sobolev exponents, and Feynmann-Kac measures for sigma models.

Functional Analysis · Mathematics 2007-11-06 Doug Pickrell

Let $L$ be an elliptic differential operator on a complete connected Riemannian manifold $M$ such that the associated heat kernel has two-sided Gaussian bounds as well as a Gaussian type gradient estimate. Let $L^{(\aa)}$ be the…

Mathematical Physics · Physics 2012-04-24 Feng-Yu Wang , Xicheng Zhang

Using a new inequality relating the heat kernel and the probability of survival, we prove asymptotic ratio limit theorems for the heat kernel (and survival probability) in general Benedicks domains. In particular, the dimension of the cone…

Probability · Mathematics 2007-05-23 P. Collet , S. Martinez , J. San Martin

We construct a kernel density estimator on symmetric spaces of non-compact type and establish an upper bound for its convergence rate, analogous to the minimax rate for classical kernel density estimators on Euclidean space. Symmetric…

Statistics Theory · Mathematics 2022-06-30 Dena Marie Asta

Consider the symmetric non-local Dirichlet form $(D,\D(D))$ given by $$ D(f,f)=\int_{\R^d}\int_{\R^d}\big(f(x)-f(y)\big)^2 J(x,y)\,dx\,dy $$with $\D(D)$ the closure of the set of $C^1$ functions on $\R^d$ with compact support under the norm…

Probability · Mathematics 2015-01-27 Xin Chen , Jian Wang

We study reflected diffusion on uniform domains where the underlying space admits a symmetric diffusion that satisfies sub-Gaussian heat kernel estimates. A celebrated theorem of Jones (Acta Math. 1981) states that uniform domains in…

Probability · Mathematics 2024-01-29 Mathav Murugan

We study the even and odd Jacobi heat kernels defined in the context of the multidimensional double cone and its surface, the multidimensional hyperboloid and its surface, and the multidimensional paraboloid and its surface. By integrating…

Analysis of PDEs · Mathematics 2024-11-26 Dawid Hanrahan

When studying non-symmetric nonlocal operators $$ {\cal L} f(x) = \int_{{\bf R}^d} \left( f(x+z)-f(x)-\nabla f(x)\cdot z 1_{\{|z|\leq 1\}} \right) \frac{\kappa (x, z)}{|z|^{d+\alpha}} d z , $$ where $0<\alpha<2$ and $\kappa (x, z)$ is a…

Probability · Mathematics 2017-09-15 Zhen-Qing Chen , Xicheng Zhang

Auscher, McIntosh and Tchamitchian studied the heat kernels of second order elliptic operators in divergence form with complex bounded measurable coefficients on $\mathbb{R}^n$. In particular, in the case when $n=2$ they obtained Gaussian…

Analysis of PDEs · Mathematics 2008-07-22 Seick Kim

The main purpose of this paper is to explore the structure of local and regular Dirichlet forms associated with symmetric linear diffusions. Let $(\mathcal{E},\mathcal{F})$ be a regular and local Dirichlet form on $L^2(I,m)$, where $I$ is…

Probability · Mathematics 2018-04-03 Liping Li , Jiangang Ying

The issue related to the so-called dimensional reduction procedure is revisited within the Euclidean formalism. First, it is shown that for symmetric spaces, the local exact heat-kernel density is equal to the reduced one, once the harmonic…

High Energy Physics - Theory · Physics 2015-06-25 Guido Cognola , Sergio Zerbini

On a doubling metric measure space $(M,d,\mu)$ endowed with a "carr\'e du champ", let $\mathcal{L}$ be the associated Markov generator and $\dot L^{p}_\alpha(M,\mathcal{L},\mu)$ the corresponding homogeneous Sobolev space of order…

Classical Analysis and ODEs · Mathematics 2015-05-07 Frédéric Bernicot , Thierry Coulhon , Dorothee Frey

We aim at estimating the invariant density associated to a stochastic differential equation with jumps in low dimension, which is for $d=1$ and $d=2$. We consider a class of jump diffusion processes whose invariant density belongs to some…

Statistics Theory · Mathematics 2022-01-19 Chiara Amorino , Eulalia Nualart

Given a metric measure space $(\mathcal{X}, d, \mu)$ satisfying the volume doubling condition, we consider a semigroup $\{S_t\}$ and the associated heat operator. We propose general conditions on the heat kernel so that the solutions of the…

Analysis of PDEs · Mathematics 2025-02-05 Divyang G. Bhimani , Anup Biswas , Rupak K. Dalai

In his celebrated article, Aronson established Gaussian bounds for the fundamental solution to the Cauchy problem governed by a second order divergence form operator with uniformly elliptic coefficients. We extend Aronson's proof of upper…

Analysis of PDEs · Mathematics 2021-11-15 Moritz Kassmann , Marvin Weidner

We prove qualitatively sharp heat kernel bounds in the setting of Fourier-Bessel expansions when the associated type parameter $\nu$ is half-integer. Moreover, still for half-integer $\nu$, we also obtain sharp estimates of all kernels…

Classical Analysis and ODEs · Mathematics 2014-10-29 Adam Nowak , Luz Roncal
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