Related papers: Heat kernel bounds for a large class of Markov pro…
For $d\geq 2$, we establish the existence and uniqueness of heat kernels for a large class of time-dependent second order diffusion operator with jumps, which is the sum of time-dependent of a second order elliptic differential operators…
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.
We consider the formal SDE dX t = b(t, X t)dt + dZ t , X 0 = x $\in$ R d , (E) where b $\in$ L r ([0, T ], B $\beta$ p,q (R d , R d)) is a time-inhomogeneous Besov drift and Z t is a symmetric d-dimensional $\alpha$-stable process, $\alpha$…
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…
We consider a recurrent Markov process which is an It\^o semi-martingale. The L\'evy kernel describes the law of its jumps. Based on observations X(0),X({\Delta}),...,X(n{\Delta}), we construct an estimator for the L\'evy kernel's density.…
We study heat kernel estimates for symmetric pure jump processes on general metric measure spaces. Building on recent progress in the local setting due to S.~Eriksson-Bique, we develop a non-local version of the Whitney blending technique…
We show a diffusive upper bound on the transition probability of a tagged particle in the symmetric simple exclusion process. The proof relies on optimal spectral gap estimates for the dynamics in finite volume, which are of independent…
Let $X$ be a symmetric jump process on $\R^d$ such that the corresponding jumping kernel $J(x,y)$ satisfies $$J(x,y)\le \frac{c}{|x-y|^{d+2}\log^{1+\varepsilon}(e+|x-y|)}$$ for all $x,y\in\R^d$ with $|x-y|\ge1$ and some constants…
We introduce a class of non-commutative Heisenberg like infinite dimensional Lie groups based on an abstract Wiener space. The Ricci curvature tensor for these groups is computed and shown to be bounded. Brownian motion and the…
In this paper, we consider the following symmetric non-local Dirichlet forms of pure jump type on metric measure space $(M,d,\mu)$: $$\mathcal{E}(f,g)=\int_{M\times M} (f(x)-f(y))(g(x)-g(y))\,J(dx,dy),$$ where $J(dx,dy)$ is a symmetric…
We study discrete-time Markov chains on countably infinite state spaces, which are perturbed by rather general confining (i.e.\ growing at infinity) potentials. Using a discrete-time analogue of the classical Feynman--Kac formula, we obtain…
We consider the symmetric non-local Dirichlet form $(E, F)$ given by \[ E (f,f)=\int_{R^d} \int_{R^d} (f(y)-f(x))^2 J(x,y) dx dy \] with $F$ the closure of the set of $C^1$ functions on $R^d$ with compact support with respect to $E_1$,…
A stable-like process is a Feller process $(X_t)_{t\geq 0}$ taking values in $\mathbb{R}^d$ and whose generator behaves, locally, like an $\alpha$-stable L\'evy process, but the index $\alpha$ and all other characteristics may depend on the…
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 and a possibly unbounded potential term.
For a (non-symmetric) strong Markov process $X$, consider the Feynman--Kac semigroup \[T_t^Af(x):=\mathbb {E}^x\bigl[e^{A_t}f(X_t)\bigr],\quad x\in {\mathbb {R}^n}, t>0,\] where $A$ is a continuous additive functional of $X$ associated with…
Let $\Delta$ be the Laplace--Beltrami operator acting on a non-doubling manifold with two ends $\mathbb R^m \sharp \mathcal R^n$ with $m > n \ge 3$. Let $\frak{h}_t(x,y)$ be the kernels of the semigroup $e^{-t\Delta}$ generated by $\Delta$.…
It is well known that Nash-type inequalities for symmetric Dirichlet forms are equivalent to on-diagonal heat kernel upper bounds for the associated symmetric Markov semigroups. In this paper, we show that both imply (and hence are…
We derive a local Gaussian upper bound for the $f$-heat kernel on complete smooth metric measure space $(M,g,e^{-f}dv)$ with nonnegative Bakry-\'{E}mery Ricci curvature, which generalizes the classic Li-Yau estimate. As applications, we…
We obtain matching two sided estimates of the heat kernel on a connected sum of parabolic manifolds, each of them satisfying the Li-Yau estimate. The key result is the on-diagonal upper bound of the heat kernel at a central point. Contrary…
Let $\alpha(x)$ be a measurable function taking values in $ [\alpha_1,\alpha_2]$ for $0<\A_1\le \A_2<2$, and $\kappa(x,z)$ be a positive measurable function that is symmetric in $z$ and bounded between two positive constants. Under a…