Related papers: Heat kernel estimates for Markov processes with ju…
Dunkl processes are multidimensional Markov processes defined through the use of Dunkl operators. These processes have discontinuities, and they can be separated into their continuous (radial) part, and their discontinuous (jump) part.…
In this paper, we consider symmetric $\alpha$-stable processes on (unbounded) horn-shaped regions which are non-uniformly $C^{1,1}$ near infinity. By using probabilistic approaches extensively, we establish two-sided Dirichlet heat…
We introduce and study a family of Markov processes on partitions. The processes preserve the so-called z-measures on partitions previously studied in connection with harmonic analysis on the infinite symmetric group. We show that the…
We obtain two-sided heat kernel estimates for Riemannian manifolds with ends with mixed boundary condition, provided that the heat kernels for the ends are well understood. These results extend previous results of Grigor'yan and…
In this paper, we study transition density functions for pure jump unimodal L\'evy processes killed upon leaving an open set $D$. Under some mild assumptions on the L\'evy density, we establish two-sided Dirichlet heat kernel estimates when…
This paper presents a detailed analysis of the heat kernel on an $(\mathbb{N}\times\mathbb{N})$-parameter family of compact metric measure spaces, which do not satisfy the volume doubling property. In particular, uniform bounds of the heat…
In this paper, when a given symmetric Markov process X satisfies the stability of global heat kernel two-sided (upper) estimates by Markov perturbations, we give a necessary and sufficient condition on the stability of global two-sided…
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…
We show a diffusive upper bound on the transition probability of a tagged particle in the symmetric simple exclusion process. The proof relies on optimal spectral gap estimates for the dynamics in finite volume, which are of independent…
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…
We present a Markov approximation for jump-diffusions whose jump part consists in a Hawkes process with intensity driven by a general (possibly non-monotone) kernel. Under minimal integrability conditions, the kernel can be approximated by…
Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients.
In this paper, we establish sharp two-sided estimates for the transition densities of relativistic stable processes [i.e., for the heat kernels of the operators $m-(m^{2/\alpha}-\Delta)^{\alpha/2}$] in $C^{1,1}$ open sets. Here $m>0$ and…
In this paper we study the potential theory of Dirichlet forms on the half-space $\mathbb{R}^d_+$ defined by the jump kernel $J(x,y)=|x-y|^{-d-\alpha}\mathcal{B}(x,y)$ and the killing potential $\kappa x_d^{-\alpha}$, where $\alpha\in (0,…
Nash and Sobolev inequalities are known to be equivalent to ultracontractive properties of heat-like Markov semigroups, hence to uniform on-diagonal bounds on their kernel densities. In non ultracontractive settings, such bounds can not…
We prove sharp estimates on heat kernels and Green functions for subordinate Markov processes with both discrete an continuous time, under relatively weak assumptions about original processes as well as Laplace exponents of subordinators.…
In this paper, we employ probabilistic techniques to derive sharp, explicit two-sided estimates for the heat kernel of the nonlocal kinetic operator $$ \Delta^{\alpha/2}_v + v \cdot \nabla_x, \quad \alpha \in (0, 2),\ (x,v)\in {\mathbb…
We derive the equations governing the protocols minimizing the heat released by a continuous-time Markov jump process on a one-dimensional countable state space during a transition between assigned initial and final probability…
In this paper, we derive explicit sharp two-sided estimates of the Dirichlet heat kernels for a class of symmetric subordinate diffusion processes with diffusive components in $C^{1, \alpha}(\alpha\in (0, 1])$ open sets in $\mathbb R^d$…
When studying non-symmetric nonlocal operators $$ {\cal L} f(x) = \int_{{\bf R}^d} \left( f(x+z)-f(x)-\nabla f(x)\cdot z 1_{\{|z|\leq 1\}} \right) \frac{\kappa (x, z)}{|z|^{d+\alpha}} d z , $$ where $0<\alpha<2$ and $\kappa (x, z)$ is a…