Related papers: Heat kernel bounds for a large class of Markov pro…

Let $(X_t)_{t\ge 0}$ be a symmetric strong Markov process generated by non-local regular Dirichlet form $(D,\D(D))$ as follows \begin{equation*} \begin{split} & D(f,g)=\int_{\R^d}\int_{\R^d}\big(f(x)-f(y)\big)\big(g(x)-g(y)\big)…

Given any $d$-dimensional Lipschitz Riemannian manifold $(M,g)$ with heat kernel $\mathsf{p}$, we establish uniform upper bounds on $\mathsf{p}$ which can always be decoupled in space and time. More precisely, we prove the existence of a…

We present a Markov approximation for jump-diffusions whose jump part consists in a Hawkes process with intensity driven by a general (possibly non-monotone) kernel. Under minimal integrability conditions, the kernel can be approximated by…

We construct and estimate the fundamental solution of highly anisotropic space-inhomogeneous integro-differential operators. We use the Levi method. We give applications to the Cauchy problem for such operators.

We consider a system of d non-linear stochastic heat equations in spatial dimension 1 driven by d-dimensional space-time white noise. The non-linearities appear both as additive drift terms and as multipliers of the noise. Using techniques…

In this paper we consider the following SDE with distributional drift $b$: $$ {\rm d} X_t=\sigma(X_t){\rm d} B_t+b(X_t){\rm d} t,\ X_0=x\in{\mathbb R}^d, $$ where $\sigma$ is a bounded continuous and uniformly non-degenerate $d\times…

For the discrete Laguerre operators we compute explicitly the corresponding heat kernels by expressing them with the help of Jacobi polynomials. This enables us to show that the heat semigroup is ultracontractive and to compute the…

We establish sharp two-sided bounds on the heat kernel of the fractional Laplacian, perturbed by a drift having critical-order singularity, by transferring it to appropriate weighted space with singular weight.

We consider the stochastic differential equation on $\mathbb{R}^d$ given by $$ \, \mathrm{d}X_t = b(t,X_t) \, \mathrm{d}t + \, \mathrm{d} B_t, $$ where $B$ is a Brownian motion and $b$ is considered to be a distribution of regularity $ >…

We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…

We obtain two-sided heat kernel estimates for Riemannian manifolds with ends with mixed boundary condition, provided that the heat kernels for the ends are well understood. These results extend previous results of Grigor'yan and…

We study existence of densities for solutions to stochastic differential equations with H\"older continuous coefficients and driven by a $d$-dimensional L\'evy process $Z=(Z_{t})_{t\geq 0}$, where, for $t>0$, the density function $f_{t}$ of…

In this paper, we establish the Hausdorff dimensions of inverse images and collision time sets for a large class of symmetric Markov processes on metric measure spaces. We apply the approach in the works by Hawkes and Jain--Pruitt, and make…

We give sharp estimates for the transition density of the isotropic stable L\'evy process killed when leaving a right circular cone.

We construct a Hunt process that can be described as an isotropic $\alpha$-stable L\'evy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes.…

In this paper necessary and sufficient conditions are presented for heat kernel upper bounds for random walks on weighted graphs. Several equivalent conditions are given in the form of isoperimetric inequalities.

Let $(X,d,\mu)$ be a doubling metric measure space endowed with a Dirichlet form $\E$ deriving from a "carr\'e du champ". Assume that $(X,d,\mu,\E)$ supports a scale-invariant $L^2$-Poincar\'e inequality. In this article, we study the…

In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a non-stationary piecewise-deterministic Markov process, from only one observation of the path within a long time. In this…

For $d\geq 1$ and $0<\beta<\alpha<2$, consider a family of pseudo differential operators $\{\Delta^{\alpha} + a^\beta \Delta^{\beta/2}; a \in [0, 1]\}$ that evolves continuously from $\Delta^{\alpha/2}$ to $ \Delta^{\alpha/2}+…

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…