Related papers: Harnack inequality and interior regularity for Mar…
We establish transience criteria for symmetric non-local Dirichlet forms on $L^2({\mathbb R}^d)$ in terms of the coefficient growth rates at infinity. Applying these criteria, we find a necessary and sufficient condition for recurrence of…
We consider a metric measure space with a local regular Dirichlet form. We establish necessary and sufficient conditions for upper heat kernel bounds with sub-diffusive space-time exponent to hold. This characterization is stable under…
The interior penalty discontinuous Galerkin method is applied to solve elliptic equations on either networks of segments or networks of planar surfaces, with arbitrary but fixed number of bifurcations. Stability is obtained by proving a…
We study existence and uniqueness of invariant probability measures for continuous-time Markov processes on general state spaces. Existence is obtained from tightness of time averages under a weak regularity assumption inspired by…
Applying quantitative perturbation theory for linear operators, we prove non-asymptotic limit theorems for Markov chains whose transition kernel has a spectral gap in an arbitrary Banach algebra of functions X . The main results are…
We consider fully nonlinear integro-differential equations governed by kernels that have different homogeneities in different directions. We prove a nonlocal version of the ABP estimate, a Harnack inequality and the interior $C^{1, \gamma}$…
We deal with decay and boundedness properties of radial functions belonging to Besov and Lizorkin-Triebel spaces. In detail we investigate the surprising interplay of regularity and decay. Our tools are atomic decompositions in combination…
We establish boundary estimates for non-negative solutions to the p-parabolic equation in the degenerate range $p>2$. Our main results include new parabolic intrinsic Harnack chains in cylindrical NTA-domains together with sharp boundary…
For $d\geq 1$ and $\alpha \in (0, 2)$, consider the family of pseudo differential operators $\{\Delta+ b \Delta^{\alpha/2}; b\in [0, 1]\}$ on $\R^d$ that evolves continuously from $\Delta$ to $\Delta + \Delta^{\alpha/2}$. In this paper, we…
This paper deals with the boundary behavior of functions in the de Branges--Rovnyak spaces. First, we give a criterion for the existence of radial limits for the derivatives of functions in the de Branges--Rovnyak spaces. This criterion…
Within the framework of balayage spaces (the analytical equivalent of nice Hunt processes), we prove equicontinuity of bounded families of harmonic functions and apply it to obtain criteria for compactness of potential kernels.
We consider the value function of a stochastic optimal control of degenerate diffusion processes in a domain $D$. We study the smoothness of the value function, under the assumption of the non-degeneracy of the diffusion term along the…
This paper considers the speed of convergence (mixing) of a finite Markov kernel $P$ with respect to the Kullback-Leibler divergence (entropy). Given a Markov kernel one defines either a discrete-time Markov chain (with the $n$-step…
The paper deals with homogenization problem for a non-local linear operator with a kernel of convolution type in a medium with a periodic structure. We consider the natural diffusive scaling of this operator and study the limit behaviour of…
In this paper we obtain some extensions of the classical Krylov-Safonov Harnack inequality. The novelty is that we consider functions that do not necessarily satisfy an infinitesimal equation but rather exhibit a two-scale behavior. We…
We study invariant boundary conditions for one dimensional discrete Gaussian Markov processes, basic toy models of spatial Markov processes in statistical mechanics. More precisely, we give a decomposition of boundary objects in a non…
Sub-Gaussian heat kernel estimates are typical of fractal graphs. We show that sub-Gaussian estimates on graphs follow from a Poincar\'e inequality, capacity upper bound, and a slow volume growth condition. An important feature of this work…
We give a necessary and sufficient condition for a homogeneous Markov process taking values in $\R^n$ to enjoy the time-inversion property of degree $\alpha$. The condition sets the shape for the semigroup densities of the process and…
In this paper, we consider a diffusion process with jumps whose drift and jump coefficient depend on an unknown parameter. We then give a self-contained proof of the local asymptotic mixed normality (LAMN) property when the process is…
We present sufficient conditions, in terms of the jumping kernels, for two large classes of conservative Markov processes of pure-jump type to be purely discontinuous martingales with finite second moment. As an application, we establish…