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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

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 article we establish the optimal $C^s$ boundary regularity for solutions to nonlocal parabolic equations in divergence form in $C^{1,\alpha}$ domains and prove a higher order boundary Harnack principle in this setting. Our approach…

Analysis of PDEs · Mathematics 2025-12-02 Philipp Svinger , Marvin Weidner

We consider a heat kernel approach for the development of stochastic pricing kernels. The kernels are constructed by positive propagators, which are driven by time-inhomogeneous Markov processes. We multiply such a propagator with a…

Computational Finance · Quantitative Finance 2010-12-10 Jiro Akahori , Andrea Macrina

We obtain heat kernel estimates for a class of fourth order non-uniformly elliptic operators in two dimensions. Contrary to existing results, the operators considered have symbols that are not strongly convex. This rises certain…

Analysis of PDEs · Mathematics 2022-11-22 Gerassimos Barbatis , Panagiotis Branikas

This paper studies strongly local symmetric Dirichlet forms on general measure spaces. The underlying space is equipped with the intrinsic metric induced by the Dirichlet form, with respect to which the metric measure space does not…

Probability · Mathematics 2016-10-24 Shuwen Lou

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

In this paper, we study sharp two-sided heat kernel estimates for a large class of symmetric reflected diffusions with jumps on the closure of an inner uniform domain $D$ in a length metric space. The length metric is the intrinsic metric…

Probability · Mathematics 2021-03-08 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

We study the boundary trace processes of reflected diffusions on uniform domains. We obtain stable-like heat kernel estimates for such a boundary trace process when the diffusion on the underlying ambient space satisfies sub-Gaussian heat…

Probability · Mathematics 2025-02-24 Naotaka Kajino , Mathav Murugan

We show two-sided bounds of heat kernel for anisotropic non-singular symmetric pure jump Markov process whose jump kernel $J(x,y)$ is comparable to $\frac{{\bf 1}_{\mathcal{V}}(x-y)}{|x-y|^{d+\alpha}}$, where $\mathcal{V}$ is a union of…

Probability · Mathematics 2021-10-12 Jaehoon Kang

In this paper, we consider a symmetric pure jump Markov process $X$ on a metric measure space with volume doubling conditions. Our focus is on estimating the transition density $p(t,x,y)$ of $X$ and studying its stability when the jumping…

Probability · Mathematics 2023-06-05 Joohak Bae , Jaehoon Kang , Panki Kim , Jaehun Lee

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 obtain sharp two-sided heat kernel estimates on spaces with varying dimension, in which two spaces of general dimension are connected at one point. On these spaces, if the dimensions of the two constituent parts are different, the volume…

Probability · Mathematics 2020-07-14 Takumu Ooi

We consider rough metrics on smooth manifolds and corresponding Laplacians induced by such metrics. We demonstrate that globally continuous heat kernels exist and are H\"older continuous locally in space and time. This is done via local…

Differential Geometry · Mathematics 2018-07-23 Lashi Bandara , Paul Bryan

In this paper, we focus on strongly local regular Dirichlet forms, especially those satisfying Morrey-type inequalities. We prove the equivalence between resistance estimates and heat kernel estimates in this case. Self-similar forms on…

Analysis of PDEs · Mathematics 2026-04-07 Diwen Chang , Guanhua Liu

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 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

Suppose that $d\ge 1$ and $\alpha\in (0, 2)$. In this paper, by using probabilistic methods, we establish sharp two-sided pointwise estimates for the Dirichlet heat kernels of $\{\Delta+ a^\alpha \Delta^{\alpha/2}; \ a\in (0, 1]\}$ on…

Probability · Mathematics 2011-02-25 Zhen-Qing Chen , Panki Kim , Renming Song

We consider metric graphs with Kirchhoff boundary conditions. We study the intrinsic metric, volume doubling and a Poincar\'e inequality. This enables us to prove a parabolic Harnack inequality. The proof involves various techniques from…

Mathematical Physics · Physics 2011-01-18 Sebastian Haeseler

In this paper, the two-sided Dirichlet heat kernel estimates are obtained for a class of discontinuous isotropic Levy processes with Gaussian components in Lipschitz open sets. Furthermore, the necessary and sufficient conditions for the…

Probability · Mathematics 2025-03-18 Jie-Ming Wang