Global Dirichlet Heat Kernel Estimates for Symmetric L\'evy Processes in Half-space
Probability
2016-02-22 v2
Abstract
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 . These L\'evy processes may or may not have Gaussian component. When L\'evy density is comparable to a decreasing function with damping exponent ,our estimate is explicit in terms of the distance to the boundary, the L\'evy exponent and the damping exponent of L\'evy density.
Cite
@article{arxiv.1504.04673,
title = {Global Dirichlet Heat Kernel Estimates for Symmetric L\'evy Processes in Half-space},
author = {Zhen-Qing Chen and Panki Kim},
journal= {arXiv preprint arXiv:1504.04673},
year = {2016}
}
Comments
30 pages