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We prove sharp near-diagonal pointwise bounds for the Green function $G_\Omega(x,y)$ for nonlocal operators of fractional order $\alpha \in (0,2)$. The novelty of our results is two-fold: the estimates are robust as $\alpha \to 2-$ and we…

Analysis of PDEs · Mathematics 2023-04-26 Moritz Kassmann , Minhyun Kim , Ki-Ahm Lee

In this paper, we prove sharp gradient estimates for positive solutions to the weighted heat equation on smooth metric measure spaces with compact boundary. As an application, we prove Liouville theorems for ancient solutions satisfying the…

Differential Geometry · Mathematics 2021-05-14 Ha Tuan Dung , Nguyen Thac Dung , Jia-Yong Wu

We study distributions of meeting times for finite symmetric Markov chains. For Markov kernels defined on large state spaces which satisfy certain weak inhomogeneity in return probabilities of points up to large numbers of steps, we obtain…

Probability · Mathematics 2014-10-20 Yu-Ting Chen

We consider heat kernels on Weyl chambers corresponding to Laplacians subject to mixed Dirichlet-Neumann boundary conditions imposed on the boundary. Using purely analytic tools we prove genuinely sharp two-sided global estimates in the…

Analysis of PDEs · Mathematics 2024-08-08 Krzysztof Stempak

We establish pointwise estimates for the ground states of some classes of posi- tivity preserving operators. The considered operators are negatively perturbed (by measures) strongly local Dirichlet operators. These estimates will be written…

Functional Analysis · Mathematics 2010-09-03 Ali Beldi , Nedra Belhadjrhouma , Ali BenAmor

In this note we show the optimal gradient estimate for heat kernels of stable-like operators by providing a counterexample.

Probability · Mathematics 2018-08-21 Kai Du , Xicheng Zhang

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

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 employ probabilistic techniques to derive sharp, explicit two-sided estimates for the heat kernel of the nonlocal kinetic operator $$ \Delta^{\alpha/2}_v + v \cdot \nabla_x, \quad \alpha \in (0, 2),\ (x,v)\in {\mathbb…

Probability · Mathematics 2024-12-05 Haojie Hou , Xicheng Zhang

For a class of Laplace exponents we derive the heat trace asymptotics of the generator of the corresponding subordinate Brownian motion on Euclidean space. The terms in the asymptotic expansion are found to depend both on the geometry of…

Probability · Mathematics 2015-10-28 Matthias Fahrenwaldt

We study discrete-time Markov chains on countably infinite state spaces, which are perturbed by rather general confining (i.e.\ growing at infinity) potentials. Using a discrete-time analogue of the classical Feynman--Kac formula, we obtain…

Probability · Mathematics 2025-04-28 Wojciech Cygan , Kamil Kaleta , René L. Schilling , Mateusz Śliwiński

We prove pointwise and $L^p$ gradient estimates for the heat kernel on the bounded and unbounded Vicsek set and applications to Sobolev inequalities are given. We also define a Hodge semigroup in that setting and prove estimates for its…

Analysis of PDEs · Mathematics 2024-09-25 Fabrice Baudoin , Li Chen

Under some mild assumptions on the Levy measure and the symbol we obtain gradient estimates of Dirichlet heat kernels for pure-jump isotropic unimodal Levy processes in $R^d$.

Probability · Mathematics 2016-05-06 Tadeusz Kulczycki , Michal Ryznar

We obtain an off-diagonal upper bound for Green and heat kernel of Laplace type operator on symmetric spaces.

Differential Geometry · Mathematics 2014-06-13 Gilles Carron

In this paper, we will establish an elliptic local Li-Yau gradient estimate for weak solutions of the heat equation on metric measure spaces with generalized Ricci curvature bounded from below. One of its main applications is a sharp…

Differential Geometry · Mathematics 2017-01-11 Jia-Cheng Huang , Hui-Chun Zhang

We construct a conservative and strongly local regular symmetric Dirichlet form on the pointed Gromov--Hausdorff limit space and demonstrate the stability of heat kernel estimates under this convergence. Furthermore, we establish the Mosco…

Metric Geometry · Mathematics 2026-04-21 Aobo Chen

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…

High Energy Physics - Theory · Physics 2019-01-01 W. Wachowski , P. I. Pronin

We give sharp asymptotic estimates at infinity of all radial partial derivatives of the heat kernel on H-type groups. As an application, we give a new proof of the discreteness of the spectrum of some natural sub-Riemannian…

Classical Analysis and ODEs · Mathematics 2022-05-11 Tommaso Bruno , Mattia Calzi

We prove sharp two-sided global estimates for the heat kernel associated with a Euclidean sphere of arbitrary dimension. This solves a long-standing open problem.

Classical Analysis and ODEs · Mathematics 2019-11-19 Adam Nowak , Peter Sjögren , Tomasz Z. Szarek

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