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Motivated by some recent potential theoretic results on subordinate killed L\'evy processes in open subsets of the Euclidean space, we study processes in an open set $D\subset {\mathbb R}^d$ defined via Dirichlet forms with jump kernels of…

Probability · Mathematics 2022-12-06 Panki Kim , Renming Song , Zoran Vondraček

Let $d \geq 2$, $\alpha \in (0,2)$, and $X$ be the rectilinear $\alpha$-stable process on $\mathbb{R}^d$. We first present a geometric characterization of an open subset $D\subset \mathbb{R}^d$ so that the part process $X^D$ of $X$ in $D$…

Probability · Mathematics 2025-05-01 Zhen-Qing Chen , Eryan Hu , Guohuan Zhao

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…

Probability · Mathematics 2009-11-10 Zhen-Qing Chen , Panki Kim , Renming Song , Zoran Vondraček

For $d\geq 1$ and $0<\beta<\alpha<2$, consider a family of pseudo differential operators $\{\Delta^{\alpha} + a^\beta \Delta^{\beta/2}; a \in [0, 1]\}$ that evolves continuously from $\Delta^{\alpha/2}$ to $ \Delta^{\alpha/2}+…

Probability · Mathematics 2009-10-20 Zhen-Qing Chen , Panki Kim , Renming Song

In this paper, we derive global sharp heat kernel estimates for symmetric alpha-stable processes (or equivalently, for the fractional Laplacian with zero exterior condition) in two classes of unbounded C^{1,1} open sets in R^d:…

Probability · Mathematics 2009-06-09 Zhen-Qing Chen , Joshua Tokle

In this paper, we consider a large class of purely discontinuous rotationally symmetric Levy processes. We establish sharp two-sided estimates for the transition densities of such processes killed upon leaving an open set D. When D is a…

Probability · Mathematics 2017-05-17 Zhen-Qing Chen , Panki Kim , Renming Song

The goal of this work is to develop a general theory for non-local singular operators of the type $$ L^{\mathcal{B}}_{\alpha}f(x)=\lim_{\epsilon\to 0} \int_{D,\, |y-x|>\epsilon}\big(f(y)-f(x)\big) \mathcal{B}(x,y)|x-y|^{-d-\alpha}\,dy, $$…

Probability · Mathematics 2024-03-04 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

We prove sharp boundary H{\"o}lder regularity for solutions to equations involving stable integro-differential operators in bounded open sets satisfying the exterior $C^{1,\text{dini}}$-property. This result is new even for the fractional…

Analysis of PDEs · Mathematics 2024-10-02 Florian Grube

In this paper we study the asymptotic behavior, as $t\downarrow 0$, of the spectral heat content $Q^{(\alpha)}_{D}(t)$ for isotropic $\alpha$-stable processes, $\alpha\in [1,2)$, in bounded $C^{1,1}$ open sets $D\subset \R^{d}$, $d\geq 2$.…

Probability · Mathematics 2023-04-25 Hyunchul Park , Renming Song

Suppose that $d\geq2$ and $\alpha\in(1,2)$. Let D be a bounded $C^{1,1}$ open set in $\mathbb{R}^d$ and b an $\mathbb{R}^d$-valued function on $\mathbb{R}^d$ whose components are in a certain Kato class of the rotationally symmetric…

Probability · Mathematics 2012-10-30 Zhen-Qing Chen , Panki Kim , Renming Song

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…

Probability · Mathematics 2023-10-13 Łukasz Leżaj

We consider boundary Harnack inequalities for regional fractional Laplacian which are generators of censored stable-like processes on G taking \kappa(x,y)/|x-y|^{n+\alpha}dxdy, x,y\in G as the jumping measure. When G is a C^{1,\beta-1} open…

Probability · Mathematics 2009-07-17 Qingyang Guan

We establish sharp interior and boundary regularity estimates for solutions to $\partial_t u - L u = f(t, x)$ in $I\times \Omega$, with $I \subset \mathbb{R}$ and $\Omega \subset\mathbb{R}^n$. The operators $L$ we consider are…

Analysis of PDEs · Mathematics 2017-03-09 Xavier Fernández-Real , Xavier Ros-Oton

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

In this article we study for the first time the regularity of the free boundary in the one-phase free boundary problem driven by a general nonlocal operator. Our main results establish that the free boundary is $C^{1,\alpha}$ near regular…

Analysis of PDEs · Mathematics 2025-03-25 Xavier Ros-Oton , Marvin Weidner

Let $Z$ be a subordinate Brownian motion in ${\mathbb R}^d$, $d\ge 2$, via a subordinator with Laplace exponent $\phi$. We kill the process $Z$ upon exiting a bounded open set $D\subset {\mathbb R}^d$ to obtain the killed process $Z^D$, and…

Probability · Mathematics 2019-01-16 Panki Kim , Renming Song , Zoran Vondraček

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 $\mathbb R^d$…

Probability · Mathematics 2024-04-30 Jie-Ming Wang

We study the parabolic free boundary problem of obstacle type $$ \lap u-\frac{\partial u}{\partial t}= f\chi_{{u\ne 0}}. $$ Under the condition that $f=Hv$ for some function $v$ with bounded second order spatial derivatives and bounded…

Analysis of PDEs · Mathematics 2012-10-11 John Andersson , Erik Lindgren , Henrik Shahgholian

Martin boundaries and integral representations of positive functions which are harmonic in a bounded domain $D$ with respect to Brownian motion are well understood. Unlike the Brownian case, there are two different kinds of harmonicity with…

Probability · Mathematics 2007-05-23 Zhen-Qing Chen , Renming Song

We establish optimal $C^s$ boundary regularity for the most general class of (linear and translation invariant) nonlocal elliptic operator of order $2s$. Namely, we consider L\'evy operators that are symmetric and its Fourier symbol…

Analysis of PDEs · Mathematics 2026-05-19 Florian Grube , Xavier Ros-Oton
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