Related papers: Heat kernel estimates for stable-driven SDEs with …

This paper is devoted to a study on SDEs with a bounded Borel drift b. We first remark that the original integration by parts formula due to P. Malliavin can be used to deal with derivatives with respect to space variables, then we obtain a…

In the paper the principal result obtained is the estimate for the heat kernel associated to the Schr\"odinger type operator $(1+|x|^\alpha)\Delta-|x|^\beta$ \[ k(t,x,y)\leq Ct^{-\frac{\theta}{2}}\frac {\varphi(x)\varphi(y)}{1+|x|^\alpha},…

Let $D$ be an open set of $\mathbb{R}^d$, $\alpha\in (0, 2)$ and let $\mathcal{L}_{\alpha}^D$ be the generator of the censored $\alpha$-stable process in $D$. In this paper, we establish sharp two-sided heat kernel estimates for…

For an elliptic differential operator $D$ of order $h$ in $n$ dimensions, the spectral $\zeta$-function $\zeta_D(s)$ for $\Re s > \frac{n}{h}$ can be evaluated as an integral over the heat kernel $e^{-t D}$. Here, alternative expressions…

In this paper, we derive explicit sharp two-sided estimates of the Dirichlet heat kernels for a class of symmetric subordinate diffusion processes with diffusive components in $C^{1, \alpha}(\alpha\in (0, 1])$ open sets in $\mathbb R^d$…

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…

Let $\alpha(x)$ be a measurable function taking values in $ [\alpha_1,\alpha_2]$ for $0<\A_1\le \A_2<2$, and $\kappa(x,z)$ be a positive measurable function that is symmetric in $z$ and bounded between two positive constants. Under a…

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 study SDE $$ d X_t = b(X_t) \, dt + A(X_{t-}) \, d Z_t, \quad X_{0} = x \in \mathbb{R}^d, \quad t \geq 0 $$ where $Z=(Z^1, \dots, Z^d)^T$, with $Z^i, i=1,\dots, d$ being independent one-dimensional symmetric jump L\'evy processes, not…

We consider SDEs with (distributional) drift in negative Besov spaces and random initial condition and investigate them from two different viewpoints. In the first part we set up a martingale problem and show its well-posedness.We then…

We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue space, and prove the existence and uniqueness of weak solutions for a class of SDEs. To be more precise, let $b: [0,T]\times{\mathbb…

Let $(X,g)$ be a product cone with the metric $g=dr^2+r^2h$, where $X=C(Y)=(0,\infty)_r\times Y$ and the cross section $Y$ is a $(n-1)$-dimensional closed Riemannian manifold $(Y,h)$. We study the upper boundedness of heat kernel associated…

We are interested in the Euler-Maruyama dicretization of the SDE dXt =b(t,Xt)dt+ dZt, X0 =x$\in$Rd, where Zt is a symmetric isotropic d-dimensional $\alpha$-stable process, $\alpha$ $\in$ (1, 2] and the drift b $\in$ L$\infty$…

We prove that the diagonal of the transition probabilities for the d-dimensional Bessel processes on (0, 1], reflected at 1, which we denote by $p_R^N(t, r,r)$, is an increasing function of r for d>2 and that this is false for d=2.

We study a $d$-dimensional non-symmetric strictly $\alpha$-stable L\'{e}vy process $\mathbf{X}$, whose spherical density is bounded and bounded away from the origin. First, we give sharp two-sided estimates on the transition density of…

We present a stable characterization of on-diagonal upper bounds for heat kernels associated with regular Dirichlet forms on metric measure spaces satisfying the volume doubling property. Our conditions include integral bounds on the jump…

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…

The one-dimensional SDE with non Lipschitz diffusion coefficient $dX_{t} = b(X_{t})dt + \sigma X_{t}^{\gamma} dB_{t}, \ X_{0}=x, \ \gamma<1$ is widely studied in mathematical finance. Several works have proposed asymptotic analysis of…

We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…

In this paper, we establish sharp two-sided heat kernel estimates for a large class of symmetric Markov processes in exterior $C^{1,\eta}$ open sets for all $t> 0$. The processes are symmetric pure jump Markov processes with jumping kernel…