Related papers: Heat kernel and gradient estimates for kinetic SDE…
We obtain two-sided estimates for the heat kernel (or the fundamental function) associated with the following fractional Schr\"odinger operator with negative Hardy potential $$\Delta^{\alpha/2} -\lambda |x|^{-\alpha}$$ on $\RR^d$, where…
Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients.
In this paper, we establish existence and uniqueness of weak solutions to general time fractional equations and give their probabilistic representations. We then derive sharp two-sided estimates for fundamental solutions of a family of time…
Kernel Estimation provides an unbinned and non-parametric estimate of the probability density function from which a set of data is drawn. In the first section, after a brief discussion on parametric and non-parametric methods, the theory of…
We give a direct proof of the sharp two-sided estimates, recently established in [4,9], for the Dirichlet heat kernel of the fractional Laplacian with gradient perturbation in $C^{1, 1}$ open sets by using Duhamel formula. We also obtain a…
We obtain two-sided heat kernel estimates for Riemannian manifolds with ends with mixed boundary condition, provided that the heat kernels for the ends are well understood. These results extend previous results of Grigor'yan and…
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…
In this work, by using the Malliavin calculus, under H\"ormander's condition, we prove the existence of distributional densities for the solutions of stochastic differential equations driven by degenerate subordinated Brownian motions.…
We compute the heat kernel coefficients that are needed for the regularization and renormalization of massive gravity. Starting from the Stueckelberg action for massive gravity, we determine the propagators of the different fields (massive…
The purpose of this article is to establish regularity and pointwise upper bounds for the (relative) fundamental solution of the heat equation associated to the weighted dbar-operator in $L^2(C^n)$ for a certain class of weights. The…
The solution to a multivariate linear Stochastic Differential Equation (SDE) with constant initial state is well known to be a Gaussian Markov process, but its covariance kernel involves the solution to an integral equation in the general…
A diagramatic heat kernel expansion technique is presented. The method is especially well suited to the small-derivative expansion of the heat kernel, but it can also be used to reproduce the results obtained by the approach known as…
In this article, we establish Gaussian decay for the Box_b-heat kernel on polynomial models in C^2. Our technique attains the exponential decay via a partial Fourier transform. On the transform side, the problem becomes finding quantitative…
Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients and a possibly unbounded potential term.
In this paper we establish the existence and uniqueness of heat kernels to a large class of time-inhomogenous non-symmetric nonlocal operators with Dini's continuous kernels. Moreover, quantitative estimates including two-sided estimates,…
Renewable energy is essential for energy security and global warming mitigation. However, power generation from renewable energy sources is uncertain due to volatile weather conditions and complex equipment operations. To improve…
Heat kernel coefficients encode the short distance behavior of propagators in the presence of background fields, and are thus useful in quantum field theory. We present a Mathematica program for computing these coefficients and their…
In this paper, by employing Gaussian type estimate of heat kernel, we establish Krylov's estimate and Khasminskill's estimate for EM algorithm. As applications, by taking Zvonkin's transformation into account, we investigate convergence…
We obtain pointwise lower bounds for heat kernels of higher order differential operators with Dirichlet boundary conditions on bounded domains in $\R^N$. The bounds exhibit explicitly the nature of the spatial decay of the heat kernel close…
The paper considers nonparametric kernel density/regression estimation from a stochastic optimization point of view. The estimation problem is represented through a family of stochastic optimization problems. Recursive constrained…