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In this paper we give Hamilton's Laplacian estimates for the heat equation on complete noncompact manifolds with nonnegative Ricci curvature. As an application, combining Li-Yau's lower and upper bounds of the heat kernel, we give an…

微分几何 · 数学 2013-05-06 Jia-Yong Wu

We present on-diagonal heat kernel estimates and quantitative homogenization statements for the one-dimensional Bouchaud trap model. The heat kernel estimates are obtained using standard techniques, with key inputs coming from a careful…

概率论 · 数学 2024-03-11 Sebastian Andres , David A. Croydon , Takashi Kumagai

We show that the second term in the asymptotic expansion as t approaches 0 of the trace of the Dirichlet heat kernel on Lipschitz domains for unimodal L\'evy processes, satisfying some weak scaling conditions, is given by the surface area…

概率论 · 数学 2017-10-04 Gavin Armstrong

We prove sharp two-sided global estimates for the heat kernel associated with a Euclidean sphere of arbitrary dimension. This solves a long-standing open problem.

经典分析与常微分方程 · 数学 2019-11-19 Adam Nowak , Peter Sjögren , Tomasz Z. Szarek

This paper provides rate-efficient estimators of the volatility parameter in the presence of L\'{e}vy jumps

统计理论 · 数学 2016-08-16 Yacine Aït-Sahalia , Jean Jacod

In this paper we extend a gradient estimate of R. Hamilton for positive solutions to the heat equation on closed manifolds to bounded positive solutions on complete, non-compact manifolds with $Rc \geq -Kg$. We accomplish this extension via…

偏微分方程分析 · 数学 2007-05-23 Brett Kotschwar

This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the $L^p$ norms of the…

概率论 · 数学 2009-02-17 Tai Melcher

In the first part of this article, we prove two-sided estimates of hitting probabilities of balls, the potential kernel and the Green function for a ball for general isotropic unimodal L\'evy processes. Our bounds are sharp under the…

概率论 · 数学 2017-05-24 Tomasz Grzywny , Mateusz Kwaśnicki

In this paper, we derive a gradient estimate for the linear combinations of eigenforms of the Hodge Laplacian on a closed manifold. The estimate is given in terms of the dimension, volume, diameter and curvature bound of the manifold. As an…

微分几何 · 数学 2011-11-11 Jiaping Wang , Linfeng Zhou

We establish a point-wise gradient estimate for $all$ positive solutions of the conjugate heat equation. This contrasts to Perelman's point-wise gradient estimate which works mainly for the fundamental solution rather than all solutions.…

微分几何 · 数学 2007-05-23 Shilong Kuang , Qi S. Zhang

For the first time, the estimates of the non-centered Weyl-group invariant heat kernel for curved Riemannian spaces and for Opdam-Cherednik Laplacians are studied systematically. We prove sharp estimates for the root system $A_1$ with…

表示论 · 数学 2023-04-17 Piotr Graczyk , Patrice Sawyer

The aim of this paper is threefold. First, we obtain the precise bounds for the heat kernel on isotropic Heisenberg groups by using well-known results in the three dimensional case. Second, we study the asymptotic estimates at infinity for…

偏微分方程分析 · 数学 2018-09-25 Hong-Quan Li , Ye Zhang

A new algebraic approach for calculating the heat kernel for the Laplace operator on any Riemannian manifold with covariantly constant curvature is proposed. It is shown that the heat kernel operator can be obtained by an averaging over the…

高能物理 - 理论 · 物理学 2008-11-26 Ivan G. Avramidi

We employ the recent generalization of the Hardy--Stein identity to extend the previous Littlewood--Paley estimates to general pure-jump Dirichlet forms. The results generalize those for symmetric pure-jump L\'evy processes in Euclidean…

泛函分析 · 数学 2025-07-03 Michał Gutowski

Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients.

偏微分方程分析 · 数学 2013-08-09 M. Kunze , L. Lorenzi , A. Rhandi

Gradient and stability type estimates of heat kernel associated with fractional power of a uniformly elliptic operator are obtained. $L^p$-operator norm of semigroups associated with fractional power of two uniformly elliptic operators are…

概率论 · 数学 2017-06-01 Yong Chen , Yaozhong Hu , Zhi Wang

Quenched and annealed heat kernel estimates are established for Fontes-Isopi-Newman (FIN) processes on spaces equipped with a resistance form. These results are new even in the case of the one-dimensional FIN diffusion, and also apply to…

概率论 · 数学 2017-11-28 David Croydon , Ben Hambly , Takashi Kumagai

We present an existence result for L\'evy-type processes which requires only weak regularity assumptions on the symbol $q(x,\xi)$ with respect to the space variable $x$. Applications range from existence and uniqueness results for…

概率论 · 数学 2019-02-18 Franziska Kühn

We obtain sharp estimates for heat kernels and Green's functions on complete noncompact Riemannian manifolds with Euclidean volume growth and nonnegative Ricci curvature. We will then apply these estimates to obtain sharp Moser-Trudinger…

偏微分方程分析 · 数学 2025-10-07 Luigi Fontana , Carlo Morpurgo , Liuyu Qin

We consider symmetric processes of pure jump type. We prove local estimates on the probability of exiting balls, the H\"older continuity of harmonic functions and of heat kernels, and convergence of a sequence of such processes.

概率论 · 数学 2008-03-24 Richard F. Bass , Moritz Kassmann , Takashi Kumagai