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Using sharp global heat kernel bounds and geodesic comparison geometry, we show that the Dalang condition for well-posedness of the parabolic Anderson model with measure-valued initial conditions, first introduced on Euclidean space, holds…

Probability · Mathematics 2026-03-31 Hongyi Chen , Robert Neel , Cheng Ouyang

We revisit the problem of obtaining uniform gradient estimates for Dirichlet and Neumann heat semigroups on Riemannian manifolds with boundary. As applications, we obtain isoperimetric inequalities, using Ledoux's argument, and uniform…

Functional Analysis · Mathematics 2018-03-26 Li-Juan Cheng , Anton Thalmaier , James Thompson

In this paper, the regularity results for the integro-differential operators of the fractional Laplacian type by Caffarelli and Silvestre \cite{CS1} are extended to those for the integro-differential operators associated with symmetric,…

Analysis of PDEs · Mathematics 2014-08-04 Soojung Kim , Yong-Cheol Kim , Ki-Ahm Lee

By constructing a new coupling, the log-Harnack inequality is established for the functional solution of a delay stochastic differential equation with multiplicative noise. As applications, the strong Feller property and heat kernel…

Probability · Mathematics 2011-03-16 Feng-Yu Wang , Chenggui Yuan

In this paper we construct a self-similar fractal configured as an infinitely branched tree and equip it with a regular self-similar Dirichlet form. We show anomalous behaviour of the mean exit time with respect to typical metric balls.…

Analysis of PDEs · Mathematics 2026-05-18 Caoxu Huang , Guanhua Liu

In this paper we shall study vacuum fluctuations of a single scalar field with Dirichlet boundary conditions in a finite but very long line. The spectral heat kernel, the heat partition function and the spectral zeta function are calculated…

Mathematical Physics · Physics 2009-07-27 J. Mateos Guilarte , J. M. Munoz-Castaneda , M. J. Senosiain

We consider the random walk on supercritical percolation clusters in the d-dimensional Euclidean lattice. Previous papers have obtained Gaussian heat kernel bounds, and a.s. invariance principles for this process. We show how this…

Probability · Mathematics 2008-10-15 Martin Barlow , Ben Hambly

We study relations and characterizations of various elliptic Harnack inequalities for symmetric non-local Dirichlet forms on metric measure spaces. We allow the scaling function be state-dependent and the state space possibly disconnected.…

Probability · Mathematics 2017-09-06 Zhen-Qing Chen , Takashi Kumagai , Jian Wang

This work provides an extension of parts of the classical finite dimensional sub-elliptic theory in the context of infinite dimensional compact connected metrizable groups. Given a well understood and well behaved bi-invariant Laplacian,…

Probability · Mathematics 2025-03-03 Qi Hou , Laurent Saloff-Coste

Suppose that $d\ge 1$ and $\alpha\in (0, 2)$. In this paper, by using probabilistic methods, we establish sharp two-sided pointwise estimates for the Dirichlet heat kernels of $\{\Delta+ a^\alpha \Delta^{\alpha/2}; \ a\in (0, 1]\}$ on…

Probability · Mathematics 2011-02-25 Zhen-Qing Chen , Panki Kim , Renming Song

We survey the recent development of the DeGiorgi-Nash-Moser-Aronson type theory for a class of symmetric jump processes(or equivalently, a class of symmetric integro-differential operators). We focus on the sharp two-sided estimates for the…

Probability · Mathematics 2015-05-13 Zhen-Qing Chen

We give matching upper and lower bounds for the Dirichlet heat kernel of a Schr\"odinger operator $\Delta+W$ in the domain above the graph of a bounded Lipschitz function, in the case when $W$ decays away from the boundary faster than…

Analysis of PDEs · Mathematics 2025-01-13 Anthony Graves-McCleary

We study reflected jump diffusions on Ahlfors regular domains in general metric measure spaces. Under the condition that the Dirichlet form on the ambient space satisfies a capacity upper bound estimate, we construct an extension operator…

Probability · Mathematics 2026-02-12 Shiping Cao , Zhen-Qing Chen

We construct a conservative and strongly local regular symmetric Dirichlet form on the pointed Gromov--Hausdorff limit space and demonstrate the stability of heat kernel estimates under this convergence. Furthermore, we establish the Mosco…

Metric Geometry · Mathematics 2026-04-21 Aobo Chen

We study entire solutions of the biharmonic heat equation on complete Riemannian manifolds without boundary. We provide exponential decay estimates for the biharmonic heat kernel under assumptions on the lower bound of Ricci curvature and…

Differential Geometry · Mathematics 2022-03-29 Fei He

In this paper, we study purely discontinuous symmetric Markov processes on closed subsets of ${\mathbb R}^d$, $d\ge 1$, with jump kernels of the form $J(x,y)=|x-y|^{-d-\alpha}{\mathcal B}(x,y)$, $\alpha\in (0,2)$, where the function…

Probability · Mathematics 2026-01-01 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

We study reflected diffusion on uniform domains where the underlying space admits a symmetric diffusion that satisfies sub-Gaussian heat kernel estimates. A celebrated theorem of Jones (Acta Math. 1981) states that uniform domains in…

Probability · Mathematics 2024-01-29 Mathav Murugan

In this paper, we focus on the heat kernel estimates for diffusions and jump processes on metric measure spaces satisfying a weak chain condition, where the length of a nearly shortest $\varepsilon$-chain between two points $x,y$ is…

Probability · Mathematics 2024-11-01 Guanhua Liu

We prove a boundary Harnack inequality for jump-type Markov processes on metric measure state spaces, under comparability estimates of the jump kernel and Urysohn-type property of the domain of the generator of the process. The result holds…

Probability · Mathematics 2017-02-15 Krzysztof Bogdan , Takashi Kumagai , Mateusz Kwaśnicki

Let $d\ge1$ and $0<\alpha<2$. Consider the integro-differential operator \[ \mathcal{L}f(x) =\int_{\mathbb{R}^{d}\backslash\{0\}}\left[f(x+h)-f(x)-\chi_{\alpha}(h)\nabla f(x)\cdot…

Probability · Mathematics 2017-09-13 Peng Jin
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