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

We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…

We consider a complete noncompact smooth Riemannian manifold $M$ with a weighted measure and the associated drifting Laplacian. We demonstrate that whenever the $q$-Bakry-\'Emery Ricci tensor on $M$ is bounded below, then we can obtain an…

We consider heat kernel for higher-order operators with constant coefficients in $d$-dimensio\-nal Euclidean space and its asymptotic behavior. For arbitrary operators which are invariant with respect to $O(d)$-rotations we obtain exact…

Considering two independent Poisson processes, we address the question of testing equality of their respective intensities. We first propose single tests whose test statistics are U-statistics based on general kernel functions. The…

The high temperature asymptotics of thermodynamic functions of electromagnetic field subjected to boundary conditions with spherical and cylindrical symmetries are constructed by making use of a general expansion in terms of heat kernel…

Nash or Sobolev inequalities are known to be equivalent to ultracontractive properties of Markov semigroups, hence to uniform bounds on their kernel densities. In this work we present a simple and extremely general method, based on weighted…

This article shows that under locally uniformly integral bounds of the negative part of Ricci curvature the heat kernel admits a Gaussian upper bound for small times. This provides general assumptions on the geometry of a manifold such that…

We suggest a method of reduction of mixed absolute and relative boundary conditions to pure ones. The case of rank two tensor is studied in detail. For four-dimensional disk the corresponding heat kernel is expressed in terms of scalar heat…

A piecewise-deterministic Markov process is a stochastic process whose behavior is governed by an ordinary differential equation punctuated by random jumps occurring at random times. We focus on the nonparametric estimation problem of the…

For $d \ge 2$, $\alpha \in (0,2)$ and $M > 0$, we consider the gradient perturbation of a family of nonlocal operators $\{\Delta+a^\alpha\Delta^{\alpha/2}, a\in (0,M]\}$. We establish the existence and uniqueness of the fundamental solution…

We prove upper and lower bounds of the heat kernel for the operator $\Delta-\nabla (\frac{1}{|x|^{\alpha}})\cdot \nabla $ in $\mathbb{R}^{n}\setminus\{0} $ where $\alpha >0$. We obtain these bounds from an isoperimetric inequality for a…

The covariant technique for calculating the heat kernel asymptotic expansion for an elliptic differential second order operator is generalized to manifolds with boundary. The first boundary coefficients of the asymptotic expansion which are…

We prove heat kernel bounds for the operator (1 + |x|^{\alpha})\Delta in R^N, through Nash inequalities and weighted Hardy inequalities.

Let $P$ be a second-order, symmetric, and nonnegative elliptic operator with real coefficients defined on noncompact Riemannian manifold $M$, and let $V$ be a real valued function which belongs to the class of {\em small perturbation…

In this paper, we study the large time behavior of the heat kernel on complete Riemannian manifolds with nonnegative Ricci curvature, which was studied by P. Li with additional maximum volume growth assumption. Following Y. Ding's original…

We construct a non-decreasing pure jump Markov process, whose jump measure heavily depends on the values taken by the process. We determine the singularity spectrum of this process, which turns out to be random and to depend locally on the…

Piecewise-deterministic Markov processes form a general class of non-diffusion stochastic models that involve both deterministic trajectories and random jumps at random times. In this paper, we state a new characterization of the jump rate…

With $\vec{\Delta}_j\geq 0$ is the uniquely determined self-adjoint realization of the Laplace operator acting on $j$-forms on a geodesically complete Riemannian manifold $M$ and $\nabla$ the Levi-Civita covariant derivative, we prove…

We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive…

The heat kernel in the setting of classical Fourier-Bessel expansions is defined by an oscillatory series which cannot be computed explicitly. We prove qualitatively sharp estimates of this kernel. Our method relies on establishing a…