Related papers: Dirichlet heat kernel estimates for rectilinear st…
We consider an initial and Dirichlet boundary value problem for a semilinear, two dimensional heat equation over a rectangular domain. The problem is discretized in time by a version of the Relaxation Scheme proposed by C. Besse (C. R.…
We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. We expose that many typical conditions on the characteristic exponent repeatedly used in the literature of the subject are…
In this paper we consider a large class of symmetric Markov processes $X=(X_t)_{t\ge0}$ on $\R^d$ generated by non-local Dirichlet forms, which include jump processes with small jumps of $\alpha$-stable-like type and with large jumps of…
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…
On a smooth bounded domain \Omega \subset R^N we consider the Schr\"odinger operators -\Delta -V, with V being either the critical borderline potential V(x)=(N-2)^2/4 |x|^{-2} or V(x)=(1/4) dist (x,\partial\Omega)^{-2}, under Dirichlet…
We use some results from the theory of Reproducing Kernel Hilbert Spaces to show that the reachable space of the heat equation for a finite rod with either one or two Dirichlet boundary controls is a RKHS of analytic functions on a square,…
In this article we establish the optimal $C^s$ boundary regularity for solutions to nonlocal parabolic equations in divergence form in $C^{1,\alpha}$ domains and prove a higher order boundary Harnack principle in this setting. Our approach…
The worldline formalism has in recent years emerged as a powerful tool for the computation of effective actions and heat kernels. However, implementing nontrivial boundary conditions in this formalism has turned out to be a difficult…
In the present paper, we study the asymptotics of the Fredholm determinant $D(x,s)$ of the finite-temperature deformation of the sine kernel, which represents the probability that there is no particles on the interval $(-x/\pi,x/\pi)$ in…
This paper provides the second term in the small time asymptotic expansion of the spectral heat content of a rotationally invariant $\alpha$--stable process, $0<\alpha \leq 2$, for the interval $(a,b)$. The small time behavior of the…
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 study the regularity of a diffusion on a simplex with singular drift and reflecting boundary condition which describes a finite system of particles on an interval with Coulomb interaction and reflection between nearest neighbors. As our…
We consider a class of fourth order uniformly elliptic operators in planar Euclidean domains and study the associated heat kernel. For operators with $L^{\infty}$ coefficients we obtain Gaussian estimates with best constants, while for…
We prove equivalence between nonnegative distributional solutions of the fractional heat equation and caloric functions, i.e., functions satisfying the mean value property with respect to the space-time isotropic $\alpha$-stable process. We…
We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…
Let $M$ be a complete Riemannian manifold and $D\subset M$ a smoothly bounded domain with compact closure. We use Brownian motion and the classic results on the Stieltjes moment problem to study the relationship between the Dirichlet…
We establish precise upper and lower bounds for the subelliptic heat kernel on nilpotent Lie groups $G$ of H-type. Specifically, we show that there exist positive constants $C_1$, $C_2$ and a polynomial correction function $Q_t$ on $G$ such…
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 study a Dirichlet problem for the heat equation in a domain containing an interior hole. The domain has a fixed outer boundary and a variable inner boundary determined by a diffeomorphism $\phi$. We analyze the maps that assign to the…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…