Related papers: A simplified characterization of stable-like heat …

In this paper, we establish sharp two-sided estimates for transition densities of a large class of subordinate Markov processes. As applications, we show that the parabolic Harnack inequality and H\"older regularity hold for parabolic…

In this paper, we propose a new threshold-kernel jump-detection method for jump-diffusion processes, which iteratively applies thresholding and kernel methods in an approximately optimal way to achieve improved finite-sample performance. We…

We introduce a class of non-commutative Heisenberg like infinite dimensional Lie groups based on an abstract Wiener space. The Ricci curvature tensor for these groups is computed and shown to be bounded. Brownian motion and the…

This paper analyzes heat equation with memory in the case of kernels that are linear combinations of Gamma distributions. In this case, it is possible to rewrite the non-local equation as a local system of partial differential equations of…

The main result includes features of a Hardy-type inequality and an inequality of either Sobolev or Gagliardo-Nirenberg type. It is inspired by the method of proof of a recent improved Sobolev inequality derived by M. Ledoux which brings…

We prove equivalent conditions for two-sided sub-Gaussian estimates of heat kernels on metric measure spaces.

We prove sharp two-sided bounds of the fundamental solution for an integro-differential operator of order $\alpha \in (0,2)$ that generates a $d$-dimensional Markov process. The corresponding Dirichlet form is comparable to that of $d$…

For a sub-Riemannian manifold provided with a smooth volume, we relate the small time asymptotics of the heat kernel at a point $y$ of the cut locus from $x$ with roughly "how much" $y$ is conjugate to $x$. This is done under the hypothesis…

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…

This paper is concerned with adaptive kernel estimation of the L\'evy density N(x) for bounded-variation pure-jump L\'evy processes. The sample path is observed at n discrete instants in the "high frequency" context (\Delta = \Delta(n)…

We show that not feeling the boundary estimates for heat kernels hold for any non-negative self-adjoint extension of the Laplace operator acting on vector-valued compactly supported functions on a domain in $\mathbb{R}^d$. They are…

We consider Hardy operators, i.e., homogeneous Schr\"odinger operators consisting of the ordinary or fractional Laplacian in a half-space plus a potential, which only depends on the appropriate power of the distance to the boundary of the…

As a first approach to the study of systems coupling finite and infinite dimensional natures, this article addresses the stability of a system of ordinary differential equations coupled with a classic heat equation using a Lyapunov…

We study inequalities related to the heat kernel for the hypoelliptic sublaplacian on an H-type Lie group. Specifically, we obtain precise pointwise upper and lower bounds on the heat kernel function itself. We then apply these bounds to…

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…

We prove that for a general diffusion process, certain assumptions on its behavior \emph{only within a fixed open subset} of the state space imply the existence and sub-Gaussian type off-diagonal upper bounds of the \emph{global} heat…

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 consider a class of homogeneous partial differential operators on a finite-dimensional vector space and study their associated heat kernels. The heat kernels for this general class of operators are seen to arise naturally as the limiting…

In this paper, we derive quantitative convergence rates for stochastic processes associated with resistance forms. While the qualitative convergence of heat kernels and semigroups under the Gromov-Hausdorff-vague convergence of underlying…

We show that the $L^p$ boundedness, $p>2$, of the Riesz transform on a complete non-compact Riemannian manifold with upper and lower Gaussian heat kernel estimates is equivalent to a certain form of Sobolev inequality. We also characterize…