相关论文: Heat kernel of supercritical SDEs with unbounded d…

We develop new techniques to efficiently evaluate heat kernel coefficients for the Laplacian in the short-time expansion on spheres and hyperboloids with conical singularities. We then apply these techniques to explicitly compute the…

We consider continuous time simple random walks with arbitrary speed measure $\theta$ on infinite weighted graphs. Write $p_t(x,y)$ for the heat kernel of this process. Given on-diagonal upper bounds for the heat kernel at two points…

In this paper, we investigate stochastic differential equations(SDEs) driven by a class of supercritical $\alpha$-stable process(including the rotational symmetric $\alpha-$stable process) with drift $b$. The weak well-posedness is proved,…

We give lower bounds for the density $p_T(x,y)$ of the law of $X_t$, the solution of $dX_t=\sigma (X_t) dB_t+b(X_t) dt,X_0=x,$ under the following local ellipticity hypothesis: there exists a deterministic differentiable curve $x_t, 0\leq…

Let $(L_t)_{t \geq 0}$ be a $k$-dimensional L\'evy process and $\sigma: \mathbb{R}^d \to \mathbb{R}^{d \times k}$ a continuous function such that the L\'evy-driven stochastic differential equation (SDE) $$dX_t = \sigma(X_{t-}) \, dL_t,…

We prove the global existence and the uniqueness of the $L^p\cap H_0^1-$valued ($2\leq p < \infty$) strong solutions of a nonlinear heat equation with constraints over bounded domains in any dimension $d\geq 1$. Along with the…

In this paper, we prove the equivalent of ultracontractive bound of heat semigroup or the uniform upper bound of the heat kernel with the Nash inequality, Log-Sobolev inequalities on graphs. We also show that under the assumption of volume…

For $d\geq 2$, we establish the existence and uniqueness of heat kernels for a large class of time-dependent second order diffusion operator with jumps, which is the sum of time-dependent of a second order elliptic differential operators…

We consider almost sure convergence of the SDE $dX_t=\alpha_t d t + \beta_t d W_t$ under the existence of a $C^2$-Lyapunov function $F:\mathbb R^d \to \mathbb R$. More explicitly, we show that on the event that the process stays local we…

In this article we prove the pathwise uniqueness for stochastic differential equations in $\mR^d$ with time-dependent Sobolev drifts, and driven by symmetric $\alpha$-stable processes provided that $\alpha\in(1,2)$ and its spectral measure…

We show that the small-time asymptotics of the sub-Riemannian heat kernel, its derivatives, and its logarithmic derivatives can be localized, allowing them to be studied even on incomplete manifolds, under essentially optimal conditions on…

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 give large-time asymptotic estimates, both in uniform and $L^1$ norms, for solutions of the Dirichlet heat equation in the complement of a bounded open set of $\mathbb{R}^d$ satisfying certain technical assumptions. We always assume that…

In this paper, we study ergodic backward stochastic differential equations (EBSDEs for short), for which the underlying diffusion is assumed to be multiplicative and of at most linear growth. The fact that the forward process has an…

We consider the stochastic differential equation $$ dX_t = b(X_t) dt + dL_t,$$ where the drift $b$ is a generalized function and $L$ is a symmetric one dimensional $\alpha$-stable L\'evy processes, $\alpha \in (1, 2)$. We define the notion…

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.

Let $L$ be a closed, densely defined operator of type $ \omega $ on $ L^2(\mathbb{R}^n)$ with $0 \leq \omega < \pi/2 $. We assume that $ L $ possesses a bounded $ H_\infty $-functional calculus and that its heat kernel satisfies suitable…

In this paper, we are interested in the following singular stochastic differential equation (SDE) $${\rm d} X_t = b(t,X_t) {\rm d} t + {\rm d} B_{t},\ 0\leq t\leq T,\ X_0 = x \in \mathbb{R}^d,$$ where the drift coefficient $b:[0,T]\times…

We establish sharp two-sided bounds on the heat kernel of the fractional Laplacian, perturbed by a drift having critical-order singularity, by transferring it to appropriate weighted space with singular weight.

In this paper we analyze the small-t asymptotic expansion of the trace of the heat kernel associated with a Laplace operator endowed with a spherically symmetric polynomially confining potential on the unbounded, d-dimensional Euclidean…