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We prove sharp two-sided bounds of the fundamental solution for an integro-differential operator of order $\alpha \in (0,2)$ that generates a $d$-dimensional Markov process. The corresponding Dirichlet form is comparable to that of $d$…

Analysis of PDEs · Mathematics 2021-09-21 Moritz Kassmann , Kyung-Youn Kim , Takashi Kumagai

Consider a symmetric Markovian jump process $\{X_t\}$ on a metric measure space $(M, d, \mu)$. Chen, Kumagai, and Wang recently showed that two-sided heat kernel estimates and the parabolic Harnack inequality are both stable under bounded…

Probability · Mathematics 2021-09-29 Jens Malmquist

In this paper, we consider the following symmetric Dirichlet forms on a metric measure space $(M,d,\mu)$: $$\mathcal{E}(f,g) = \mathcal{E}(^{(c)}(f,g)+\int_{M\times M} (f(x)-f(y))(g(x)-g(y))\,J(dx,dy),$$ where $\mathcal{E}(^{(c)}$ is a…

Probability · Mathematics 2019-08-22 Zhen-Qing Chen , Takashi Kumagai , Jian Wang

The article is devoted to the estimation of the rate of convergence of integral functionals of a Markov process. Under the assumption that the given Markov process admits a transition probability density which is differentiable in $t$ and…

Probability · Mathematics 2015-08-03 I. Ganychenko , V. Knopova , A. Kulik

Semi-Markov processes generalize Markov processes by adding temporal memory effects as expressed by a semi-Markov kernel. We recall the path weight for a semi-Markov trajectory and the fact that thermodynamic consistency in equilibrium…

Statistical Mechanics · Physics 2022-04-15 Benjamin Ertel , Jann van der Meer , Udo Seifert

In this paper, we consider the following type of non-local (pseudo-differential) operators $\LL $ on $\R^d$: $$ \LL u(x) =\frac12 \sum_{i, j=1}^d \frac{\partial}{\partial x_i} (a_{ij}(x) \frac{\partial}{\partial x_j}) + \lim_{\eps…

Probability · Mathematics 2008-09-01 Zhen-Qing Chen , Takashi Kumagai

In this paper, when a given symmetric Markov process X satisfies the stability of global heat kernel two-sided (upper) estimates by Markov perturbations, we give a necessary and sufficient condition on the stability of global two-sided…

Probability · Mathematics 2022-04-05 Daehong Kim , Panki Kim , Kazuhiro Kuwae

In this paper, we consider symmetric $\alpha$-stable processes on (unbounded) horn-shaped regions which are non-uniformly $C^{1,1}$ near infinity. By using probabilistic approaches extensively, we establish two-sided Dirichlet heat…

Probability · Mathematics 2021-08-05 Xin Chen , Panki Kim , Jian Wang

We prove the scale invariant Harnack inequality and regularity properties for harmonic functions with respect to an isotropic unimodal L\'{e}vy process with the characteristic exponent $\psi$ satisfying some scaling condition. We show sharp…

Probability · Mathematics 2015-01-21 Tomasz Grzywny

We introduce a new framework that yields spectral bounds on norms of functions of transition maps for finite, homogeneous Markov chains. The techniques employed work for bounded semigroups, in particular for classical as well as for quantum…

Mathematical Physics · Physics 2015-03-16 Oleg Szehr , David Reeb , Michael M. Wolf

In this paper we show that Dirichlet heat kernel estimates for a class of (not necessarily symmetric) Markov processes are stable under non-local Feynman-Kac perturbations. This class of processes includes, among others, (reflected)…

Probability · Mathematics 2011-12-16 Zhen-Qing Chen , Panki Kim , Renming Song

We provide a condition for f-ergodicity of strong Markov processes at a subgeometric rate. This condition is couched in terms of a supermartingale property for a functional of the Markov process. Equivalent formulations in terms of a drift…

Statistics Theory · Mathematics 2007-06-13 Randal Douc , Gersende Fort , Arnaud Guillin

We obtain Sobolev inequalities for the Schrodinger operator -\Delta-V, where V has critical behaviour V(x)=((N-2)/2)^2|x|^{-2} near the origin. We apply these inequalities to obtain pointwise estimates on the associated heat kernel,…

Analysis of PDEs · Mathematics 2007-05-23 G. Barbatis , S. Filippas , A. Tertikas

We prove regularity estimates for functions which are harmonic with respect to certain jump processes. The aim of this article is to extend the method of Bass-Levin[BL02] and Bogdan-Sztonyk[BS05] to more general processes. Furthermore, we…

Probability · Mathematics 2011-12-22 Moritz Kassmann , Ante Mimica

Let $(X,d,\mu)$ be a $RCD^\ast(K, N)$ space with $K\in \mathbb{R}$ and $N\in [1,\infty]$. For $N\in [1,\infty)$, we derive the upper and lower bounds of the heat kernel on $(X,d,\mu)$ by applying the parabolic Harnack inequality and the…

Metric Geometry · Mathematics 2015-12-02 Renjin Jiang , Huaiqian Li , Huichun Zhang

In a setting, where only "exit measures" are given, as they are associated with an arbitrary right continuous strong Markov process on a separable metric space, we provide simple criteria for the validity of Harnack inequalities for…

Analysis of PDEs · Mathematics 2016-07-14 Wolfhard Hansen , Ivan Netuka

We establish heat kernel and gradient estimates for the density of kinetic degenerate Kolmogorov stochastic differentia equations. Our results are established under somehow minimal assumptions that guarantee the SDE is weakly well posed.

Analysis of PDEs · Mathematics 2022-03-23 P Chaudru de Raynal , S Menozzi , A Pesce , X Zhang

By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…

Probability · Mathematics 2012-03-13 Arnaud Guillin , Feng-Yu Wang

We propose an embedding of standard active particle models in terms of two-temperature processes. One temperature refers to an ambient thermal bath, and the other temperature effectively describes ``hot spots,'' i.e., systems with few…

Statistical Mechanics · Physics 2024-01-23 Faezeh Khodabandehlou , Christian Maes

We establish uniform pointwise estimates for the densities of a family of $\alpha$-stable processes with respect to the index $\alpha \in [\alpha_0,2]$ for some $\alpha_0>0$. In addition, we estimate the difference between the heat kernels…

Probability · Mathematics 2026-03-27 Xianming Liu , Chongyang Ren , Mingyan Wu