Related papers: Non-local Dirichlet Forms and Symmetric Jump Proce…

In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels of a large class of symmetric (but not necessarily rotationally symmetric) L\'evy processes on half spaces for all $t>0$. These L\'evy processes may…

Efficient estimation of a non-Gaussian stable Levy process with drift and symmetric jumps observed at high frequency is considered. For this statistical experiment, the local asymptotic normality of the likelihood is proved with a…

In this paper, applying the De Giorgi method, we obtain nonlocal Harnack inequalities for weak solutions of nonlocal parabolic equations given by an integro-differential operator $\rL_K$ as follows; \begin{equation*}\begin{cases} \rL_K…

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 establish explicit quenched asymptotics for pure-jump symmetric L\'evy processes in general Poissonian potentials, which is closely related to large time asymptotic behavior of solutions to the nonlocal parabolic Anderson problem with…

In this paper we study the transition densities for a large class of non-symmetric Markov processes whose jumping kernels decay exponentially or subexponentially. We obtain their upper bounds which also decay at the same rate as their…

Let $D\subset R^d$ be a bounded domain and denote by $\mathcal P(D)$ the space of probability measures on $D$. Let \begin{equation*} L=\frac12\nabla\cdot a\nabla +b\nabla \end{equation*} be a second order elliptic operator. Let…

The log-Harnack inequality and Harnack inequality with powers for semigroups associated to SDEs with non-degenerate diffusion coefficient and non-regular time-dependent drift coefficient are established, based on the recent papers…

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…

If $({\cal E}, {\cal D})$ is a symmetric, regular, strongly local Dirichlet form on $L^2 (X,m)$, admitting a carr\'{e} du champ operator $\Gamma$, and $p>1$ is a real number, then one can define a nonlinear form ${\cal E}^p$ by the formula…

This paper develops systematically the stochastic calculus via regularization in the case of jump processes. In particular one continues the analysis of real-valued c\`adl\`ag weak Dirichlet processes with respect to a given filtration.…

We study parabolic equations governed by integro-differential operators with nonlocal components in some directions and local components in the remaining directions. The setting contains the purely nonlocal, as well as the purely local…

This thesis is about local and non-local Dirichlet forms on the Sierpi\'nski gasket and the Sierpi\'nski carpet. We are concerned with the following three problems in analysis on the Sierpi\'nski gasket and the Sierpi\'nski carpet. First, a…

Consider the following nonlocal integro-differential operator: for $\alpha\in(0,2)$, $$ \cal L^{(\alpha)}_{\sigma,b} f(x):=\mbox{p.v.} \int_{\mathbb{R}^d-\{0\}}\frac{f(x+\sigma(x)z)-f(x)}{|z|^{d+\alpha}}d z+b(x)\cdot\nabla f(x), $$ where…

We show that for all homogeneous polynomials $ f_{m}$ of degree $m$, in $d$ variables, and each $j = 1, \dots , d$, we have \begin{equation*} \left\langle x_{j}^{2}f_{m},f_{m}\right\rangle _{L^{2}\left( \mathbb{S}% ^{d-1}\right) } \geq…

We consider second-order linear parabolic operators in non-divergence form that are intrinsically defined on Riemannian manifolds. In the elliptic case, Cabr\'e proved a global Krylov-Safonov Harnack inequality under the assumption that the…

Let $\alpha(x)$ be a measurable function taking values in $ [\alpha_1,\alpha_2]$ for $0<\A_1\le \A_2<2$, and $\kappa(x,z)$ be a positive measurable function that is symmetric in $z$ and bounded between two positive constants. Under a…

The (local) invariant symplectic action functional $\A$ is associated to a Hamiltonian action of a compact connected Lie group $\G$ on a symplectic manifold $(M,\omega)$, endowed with a $\G$-invariant Riemannian metric $<\cdot,\cdot>_M$. It…

We prove existence of boundary limits of ratios of positive harmonic functions for a wide class of Markov processes with jumps and irregular domains, in the context of general metric measure spaces. As a corollary, we prove uniqueness of…

In the present paper, we study the asymptotics of the Fredholm determinant $D(x,s)$ of the finite-temperature deformation of the sine kernel, which represents the probability that there is no particles on the interval $(-x/\pi,x/\pi)$ in…