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We prove that the parabolic Harnack inequality implies the existence of jump kernel for symmetric pure jump process. This allows us to remove a technical assumption on the jumping measure in the recent characterization of the parabolic…

Probability · Mathematics 2020-05-27 Guanhua Liu , Mathav Murugan

In this paper, we consider subordinate symmetric Markov processes which correspond to non-killing Dirichlet forms enjoying heat kernel estimates on a metric measure space with the volume doubling property. We obtain estimates of the jump…

Probability · Mathematics 2024-12-17 Ryuto Kushida

We investigate the relationships between the parabolic Harnack inequality, heat kernel estimates, some geometric conditions, and some analytic conditions for random walks with long range jumps. Unlike the case of diffusion processes, the…

Probability · Mathematics 2007-05-23 M. T. Barlow , R. F. Bass , T. Kumagai

We prove a boundary Harnack inequality for jump-type Markov processes on metric measure state spaces, under comparability estimates of the jump kernel and Urysohn-type property of the domain of the generator of the process. The result holds…

Probability · Mathematics 2017-02-15 Krzysztof Bogdan , Takashi Kumagai , Mateusz Kwaśnicki

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

We determine the decay rate of the bottom crossing probability for symmetric jump processes under the condition on heat kernel estimates. Our results are applicable to symmetric stable-like processes and stable-subordinated diffusion…

Probability · Mathematics 2016-12-15 Yuichi Shiozawa

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

This work examines a class of switching jump diffusion processes. The main effort is devoted to proving the maximum principle and obtaining the Harnack inequalities. Compared with the diffusions and switching diffusions, the associated…

Probability · Mathematics 2018-10-02 Xiaoshan Chen , Zhen-Qing Chen , Ky Tran , George Yin

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 development of the DeGiorgi-Nash-Moser-Aronson type theory for a class of symmetric jump processes(or equivalently, a class of symmetric integro-differential operators). We focus on the sharp two-sided estimates for the…

Probability · Mathematics 2015-05-13 Zhen-Qing Chen

In this paper we study interior potential-theoretic properties of purely discontinuous Markov processes in proper open subsets $D\subset \mathbb{R}^d$. The jump kernels of the processes may be degenerate at the boundary in the sense that…

Probability · Mathematics 2023-02-06 Panki Kim , Renming Song , Zoran Vondraček

In this paper, we study the transition densities of pure-jump symmetric Markov processes in $ {{\mathbb R}}^d$, whose jumping kernels are comparable to radially symmetric functions with mixed polynomial growths. Under some mild assumptions…

Probability · Mathematics 2018-04-20 Joohak Bae , Jaehoon Kang , Panki Kim , Jaehun Lee

In this paper, we consider symmetric jump processes of mixed-type on metric measure spaces under general volume doubling condition, and establish stability of two-sided heat kernel estimates and heat kernel upper bounds. We obtain their…

Probability · Mathematics 2017-09-25 Zhen-Qing Chen , Takashi Kumagai , Jian Wang

We use a Harnack-type inequality on exit times and spectral bounds to characterize upper bounds of the heat kernel associated with any regular Dirichlet form without killing part, where the scale function may vary with position. We further…

Probability · Mathematics 2025-09-03 Aobo Chen , Zhenyu Yu

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 establish sharp two-sided estimates for transition densities of a large class of subordinate Markov processes. As applications, we show that the parabolic Harnack inequality and H\"older regularity hold for parabolic…

Probability · Mathematics 2022-01-28 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

Generalized (non-Markovian) diffusion equations with different memory kernels and subordination schemes based on random time change in the Brownian diffusion process are popular mathematical tools for description of a variety of non-Fickian…

Statistical Mechanics · Physics 2021-03-24 A. Chechkin , I. M. Sokolov

For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…

Probability · Mathematics 2016-04-27 Ioannis Kontoyiannis , Sean P. Meyn

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 $E_1$,…

Probability · Mathematics 2007-05-23 M. T. Barlow , R. F. Bass , Z. -Q. Chen. , M. Kassmann

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…

Probability · Mathematics 2026-02-09 Mathav Murugan
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