Related papers: Heat kernel estimates for Markov processes with ju…

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 $D$…

We study the long-time asymptotic behaviour of semigroups generated by non-local Schr\"odinger operators of the form $H = -L+V$; the free operator $L$ is the generator of a symmetric L\'evy process in $\mathbb R^d$, $d > 1$ (with…

This is first of series papers on new two-side Gaussian bounds for the heat kernel $H(x,y,t)$ on a complete manifold $(M,g)$. In this paper, on a complete manifold $M$ with $Ric(M)\geq 0$, we obtain new two-side Gaussian bounds for the heat…

Piecewise-deterministic Markov processes (PDMPs) offer a powerful stochastic modeling framework that combines deterministic trajectories with random perturbations at random times. Estimating their local characteristics (particularly the…

This paper studies strongly local symmetric Dirichlet forms on general measure spaces. The underlying space is equipped with the intrinsic metric induced by the Dirichlet form, with respect to which the metric measure space does not…

We study the large time behavior of the survival probability $\mathbb{P}_x\left(\tau_D>t\right)$ for symmetric jump processes in unbounded domains with a positive bottom of the spectrum. We prove asymptotic upper and lower bounds with…

We establish sharp upper and lower bounds of Gaussian type for the heat kernel in the metric measure space satisfying $\RCD(0,N)$ ( equivalently, $\RCD^\ast(0,N)$) condition with $N\in \mathbb{N}\setminus\{1\}$ and having maximum volume…

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…

We study a symmetric diffusion process on $\mathbb{R}^d$, $d\geq 2$, in divergence form in a stationary and ergodic random environment. The coefficients are assumed to be degenerate and unbounded but satisfy a moment condition. We derive…

We apply single and double tree-like representations of Markov jump processes on $\mathbb{Z}_N$ for obtaining their nonequilibrium heat capacity and for taking the diffusion limit $N\uparrow \infty$. The main tool is a graphical…

Under some mild assumptions on the Levy measure and the symbol we obtain gradient estimates of Dirichlet heat kernels for pure-jump isotropic unimodal Levy processes in $R^d$.

We investigate properties of Markov quasi-diffusion processes corresponding to elliptic operators $L=a^{ij}D_{ij}+b^{i}D_{i}$, acting on functions on $\mathbb{R}^{d}$, with measurable coefficients, bounded and uniformly elliptic $a$ and…

The aim of this article is to prove that diffusion processes in $\mathbb{R}^d$ with a drift can be approximated by suitable Markov chains on $n^{-1}\mathbb{Z}^d$. Moreover, we investigate sufficient conditions on the conductances which…

We consider a heat kernel approach for the development of stochastic pricing kernels. The kernels are constructed by positive propagators, which are driven by time-inhomogeneous Markov processes. We multiply such a propagator with a…

We apply the Davies method to prove that for any regular Dirichlet form on a metric measure space, an off-diagonal stable-type upper bound of the heat kernel is equivalent to the conjunction of the on-diagonal upper bound, a cutoff…

We give large-time asymptotic estimates, both in uniform and $L^1$ norms, for solutions of the Dirichlet heat equation in the complement of a bounded open set of $\mathbb{R}^d$ satisfying certain technical assumptions. We always assume that…

The high temperature asymptotics of thermodynamic functions of electromagnetic field subjected to boundary conditions with spherical and cylindrical symmetries are constructed by making use of a general expansion in terms of heat kernel…

We show that an isotropic self-similar Markov process in ${\Bbb R}^d$ has a skew product structure if and only if its radial and angular parts do not jump at the same time.

In this short note we study homogenization of symmetric $d$-dimensional L\'evy processes. Homogenization of one-dimensional pure jump Markov processes has been investigated by Tanaka \emph{et al.} in 1992; their motivation was the work by…

We study a 2-parametric family of probability measures on the space of countable point configurations on the punctured real line (the points of the random configuration are concentrated near zero). These measures (or, equivalently, point…