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

A nonparametric kernel density estimator for directional-linear data is introduced. The proposal is based on a product kernel accounting for the different nature of both (directional and linear) components of the random vector. Expressions…

We study the spectral properties of the Laplace type operator on the circle. We discuss various approximations for the heat trace, the zeta function and the zeta-regularized determinant. We obtain a differential equation for the heat kernel…

This paper studies Kernel Density Estimation for a high-dimensional distribution $\rho(x)$. Traditional approaches have focused on the limit of large number of data points $n$ and fixed dimension $d$. We analyze instead the regime where…

We build the iDLA cluster using drifted random walks, and study the limiting shapes they exhibit, with the help of sandpile models. For constant drift, the normalised cluster converges to a canonical shape S, which can be termed a true heat…

We obtain the unique weak and strong solvability for time inhomogeneous stochastic differential equations with the drift in subcritical Lebesgue--H\"{o}lder spaces $L^p([0,T];{\mathcal C}_b^{\beta}({\mathbb R}^d;{\mathbb R}^d))$ and driven…

The heat kernel on the symmetric space of positive definite Hermitian matrices is used to endow the spaces of Bergman metrics of degree k on a Riemann surface M with a family of probability measures depending on a choice of the background…

Let $(X,d,\mu)$ be a $RCD^\ast(K, N)$ space with $K\in \mathbb{R}$ and $N\in [1,\infty]$. For $N\in [1,\infty)$, we derive the upper and lower bounds of the heat kernel on $(X,d,\mu)$ by applying the parabolic Harnack inequality and the…

Let $L=-\Delta+V$ be a Schr\"odinger operator, where the potential $V$ belongs to the reverse H\"older class. By the subordinative formula, we introduce the fractional heat semigroup $\{e^{-t{L}^\alpha}\}_{t>0}, \alpha>0$, associated with…

By making full use of heat kernel estimates, we establish the integral tests on the zero-one laws of upper and lower bounds for the sample path ranges of symmetric Markov processes. In particular, these results concerning on upper rate…

We consider a stochastic differential equation of the form $dr_t = (a - b r_t) dt + \sigma r_t^\beta dW_t$, where $a$, $b$ and $\sigma$ are positive constants, $\beta\in(\frac12,1)$. We study the estimation of an unknown drift parameter…

In the case of the heat equation $u_t=u_{xx}+Vu$ on the real line there are some remarkable potentials $V$ for which the asymptotic expansion of the fundamental solution becomes a finite sum and gives an exact formula. We show that a…

We establish weak well-posedness for SDEs having discontinuous diffusion coefficients and general distributional drifts that may introduce local blow up effects. Our drifts satisfy minimal assumptions, i.e.\,we assume only that the Cauchy…

This manuscript investigates the following aspects of the one dimensional dissipative Boltzmann equation associated to variable hard-spheres kernel: (1) we show the optimal cooling rate of the model by a careful study of the system…

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…

In this paper, we extend the heat kernel methods to the first-order formalism of gravity, specifically, in the language of differential forms. This allows us to compute the effective dynamics of 4D gravity when the tetrad degrees of freedom…

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…

We show that not feeling the boundary estimates for heat kernels hold for any non-negative self-adjoint extension of the Laplace operator acting on vector-valued compactly supported functions on a domain in $\mathbb{R}^d$. They are…

The heat kernel in the setting of classical Fourier-Bessel expansions is defined by an oscillatory series which cannot be computed explicitly. We prove qualitatively sharp estimates of this kernel. Our method relies on establishing a…

We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{\"o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the…

We study boundary values of holomorphic functions in translation-invariant distribution spaces of type $\mathcal{D}'_{E'_{\ast}}$. New edge of the wedge theorems are obtained. The results are then applied to represent…