Related papers: Intrinsic Ultracontractivity for Levy processes
We prove that a general (not necessarily symmetric) L\'evy process killed on exiting a bounded open set (without regular condition on the boundary) is intrinsically ultracontractive, provided that $B(0,R_0)\subseteq \rm{supp}(\nu)$ for some…
Recently we extended the concept of intrinsic ultracontractivity to non-symmetric semigroups and proved that for a large class of non-symmetric diffusions Z with measure-valued drift and potential, the semigroup of Z^D (the process obtained…
For a symmetric $\alpha$-stable process $X$ on $\RR^n$ with $0<\alpha <2$, $n\geq 2$ and a domain $D \subset \RR^n$, let $L^D$ be the infinitesimal generator of the subprocess of $X$ killed upon leaving $D$. For a Kato class function $q$,…
Recently, in [Preprint (2006)], we extended the concept of intrinsic ultracontractivity to nonsymmetric semigroups. In this paper, we study the intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and…
We introduce a class of L\'{e}vy processes subject to specific regularity conditions, and consider their Feynman-Kac semigroups given under a Kato-class potential. Using new techniques, first we analyze the rate of decay of eigenfunctions…
Consider the symmetric non-local Dirichlet form $(D,\D(D))$ given by $$ D(f,f)=\int_{\R^d}\int_{\R^d}\big(f(x)-f(y)\big)^2 J(x,y)\,dx\,dy $$with $\D(D)$ the closure of the set of $C^1$ functions on $\R^d$ with compact support under the norm…
Let $(X_t)_{t\ge 0}$ be a symmetric strong Markov process generated by non-local regular Dirichlet form $(D,\D(D))$ as follows \begin{equation*} \begin{split} & D(f,g)=\int_{\R^d}\int_{\R^d}\big(f(x)-f(y)\big)\big(g(x)-g(y)\big)…
We present a class of potentials $q \colon \mathbb{R}^{n} \to (0,\infty)$ that implies the weighted Schr\"odinger semigroup $\varphi^{-1}\mathrm{e}^{-tH}\varphi$ to map a weighted Lebesgue function space…
In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…
Let $M$ be a complete, non-compact, connected Riemannian manifold with Ricci curvature bounded from below by a negative constant. A sufficient condition is obtained for open and connected sets $D$ in $M$ for which the corresponding…
In this paper we consider a large class of symmetric Markov processes $X=(X_t)_{t\ge0}$ on $\R^d$ generated by non-local Dirichlet forms, which include jump processes with small jumps of $\alpha$-stable-like type and with large jumps of…
An explicit sufficient condition on the hypercontractivity is derived for the Markov semigroup associated to a class of functional stochastic differential equations. Consequently, the semigroup $P_t$ converges exponentially to its unique…
We extend some classical results of Cowling and Meda to the noncommutative setting. Let $(T_t)_{t>0}$ be a symmetric contraction semigroup on a noncommutative space $L_p(\mathcal{M}),$ and let the functions $\phi$ and $\psi$ be regularly…
By establishing the intrinsic super-Poincar\'e inequality, some explicit conditions are presented for diffusion semigroups on a non-compact complete Riemannian manifold to be intrinsically ultracontractive. These conditions, as well as the…
The hypercontractivity is proved for the Markov semigroup associated to a class of finite/infinite dimensional stochastic Hamiltonian systems. Consequently, the Markov semigroup is exponentially convergent to the invariant probability…
We study one-dimensional Levy processes with Levy-Khintchine exponent psi(xi^2), where psi is a complete Bernstein function. These processes are subordinate Brownian motions corresponding to subordinators, whose Levy measure has completely…
We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…
In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and…
We find necessary and sufficient conditions for almost sure finiteness of integral functionals of spectrally positive L\'evy processes. Via Lamperti type transforms, these results can be applied to obtain new integral tests on extinction…
We study symmetric L\'evy flights in a semi-infinite domain $[0,\infty)$ with a reflecting and absorbing boundary at 0. To this end, we use the fractional differential equation that governs the L\'evy process. Incorporating the boundary…