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We survey the recent progress in the study of heat kernels for a class of non-symmetric non-local operators. We focus on the existence and sharp two-sided estimates of the heat kernels and their connection to jump diffusions.

Probability · Mathematics 2017-03-28 Zhen-Qing Chen , Xicheng Zhang

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…

Probability · Mathematics 2025-08-29 Soobin Cho , Renming Song

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

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

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 article we analyze the resolvent, the heat kernel and the spectral zeta function of the operator $-d^2/dr^2 - 1/(4r^2)$ over the finite interval. The structural properties of these spectral functions depend strongly on the chosen…

Mathematical Physics · Physics 2009-11-11 Klaus Kirsten , Paul Loya , Jinsung Park

In the paper we consider the Bessel differential operator L^(\mu)=\dfrac{d^2}{dx^2}+\dfrac{2\mu+1}{x}\dfrac{d}{dx} in half-line (a,\infty), a>0, and its Dirichlet heat kernel p_a^(\mu)(t,x,y). For \mu=0, by combining analytical and…

Analysis of PDEs · Mathematics 2015-01-13 Kamil Bogus , Jacek Malecki

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

In this paper we continue our investigation of the potential theory of Markov processes with jump kernels decaying at the boundary. To be more precise, we consider processes in ${\mathbb R}^d_+$ with jump kernels of the form ${\mathcal…

Probability · Mathematics 2022-09-27 Panki Kim , Renming Song , Zoran Vondraček

We consider a family of pseudo differential operators $\{\Delta+ a^\alpha \Delta^{\alpha/2}; a\in (0, 1]\}$ on $\bR^d$ for every $d\geq 1$ that evolves continuously from $\Delta$ to $\Delta + \Delta^{\alpha/2}$, where $\alpha \in (0, 2)$.…

Probability · Mathematics 2010-02-08 Zhen-Qing Chen , Panki Kim , Renming Song

We study reflected jump diffusions on Ahlfors regular domains in general metric measure spaces. Under the condition that the Dirichlet form on the ambient space satisfies a capacity upper bound estimate, we construct an extension operator…

Probability · Mathematics 2026-02-12 Shiping Cao , Zhen-Qing Chen

We obtain two-sided estimates for the heat kernel (or the fundamental function) associated with the following fractional Schr\"odinger operator with negative Hardy potential $$\Delta^{\alpha/2} -\lambda |x|^{-\alpha}$$ on $\RR^d$, where…

Probability · Mathematics 2018-09-18 Tomasz Jakubowski , Jian Wang

We use a Harnack-type inequality on exit times and spectral bounds to characterize upper bounds of the heat kernel associated with any regular Dirichlet form without killing part, where the scale function may vary with position. We further…

Probability · Mathematics 2025-09-03 Aobo Chen , Zhenyu Yu

Let $\alpha\in(0,2)$ and $d\in{\mathbb N}$. Consider the following SDE in ${\mathbb R}^d$:$${\rm d}X_t=b(t,X_t){\rm d} t+a(t,X_{t-}){\rm d} L^{(\alpha)}_t,\ \ X_0=x,$$where $L^{(\alpha)}$ is a $d$-dimensional rotationally invariant…

Analysis of PDEs · Mathematics 2022-02-08 Stéphane Menozzi , Zhang Xicheng

We survey the recent development of the DeGiorgi-Nash-Moser-Aronson type theory for a class of symmetric jump processes(or equivalently, a class of symmetric integro-differential operators). We focus on the sharp two-sided estimates for the…

Probability · Mathematics 2015-05-13 Zhen-Qing Chen

Let $L$ be a closed, densely defined operator of type $ \omega $ on $ L^2(\mathbb{R}^n)$ with $0 \leq \omega < \pi/2 $. We assume that $ L $ possesses a bounded $ H_\infty $-functional calculus and that its heat kernel satisfies suitable…

Classical Analysis and ODEs · Mathematics 2026-04-10 Xueting Han , Xuejing Huo

In this paper we establish the existence and uniqueness of heat kernels to a large class of time-inhomogenous non-symmetric nonlocal operators with Dini's continuous kernels. Moreover, quantitative estimates including two-sided estimates,…

Analysis of PDEs · Mathematics 2020-10-09 Zhen-Qing Chen , Xicheng Zhang

In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels, in C^{1,1} open sets D in R^d, of a large class of subordinate Brownian motions with Gaussian components. When D is bounded, our sharp two-sided…

Probability · Mathematics 2013-03-28 Zhen-Qing Chen , Panki Kim , Renming Song

We prove on-diagonal bounds for the heat kernel of the Dirichlet Laplacian $-\Delta^D_\Omega$ in locally twisted three-dimensional tubes $\Omega$. In particular, we show that for any fixed $x$ the heat kernel decays for large times as…

Analysis of PDEs · Mathematics 2014-01-28 Gabriele Grillo , Hynek Kovařík , Yehuda Pinchover

In this paper, we establish sharp two-sided estimates for the transition densities of relativistic stable processes [i.e., for the heat kernels of the operators $m-(m^{2/\alpha}-\Delta)^{\alpha/2}$] in $C^{1,1}$ open sets. Here $m>0$ and…

Probability · Mathematics 2012-09-27 Zhen-Qing Chen , Panki Kim , Renming Song