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We prove the global asymptotic equivalence between the experiments generated by the discrete (high frequency) or continuous observation of a path of a time inhomogeneous jump-diffusion process and a Gaussian white noise experiment. Here,…

概率论 · 数学 2015-03-24 Ester Mariucci

We prove regularity estimates for functions which are harmonic with respect to certain jump processes. The aim of this article is to extend the method of Bass-Levin[BL02] and Bogdan-Sztonyk[BS05] to more general processes. Furthermore, we…

概率论 · 数学 2011-12-22 Moritz Kassmann , Ante Mimica

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…

概率论 · 数学 2018-01-03 Panki Kim , Jaehun Lee

Sufficient conditions for a symmetric jump-diffusion process to be conservative and recurrent are given in terms of the volume of the state space and the jump kernel of the process. A number of examples are presented to illustrate the…

概率论 · 数学 2012-05-01 Jun Masamune , Toshihiro Uemura , Jian Wang

In this paper characterizations of graphs satisfying heat kernel estimates for a wide class of space-time scaling functions are given. The equivalence of the two-sided heat kernel estimate and the parabolic Harnack inequality is also shown…

概率论 · 数学 2007-05-23 Andras Telcs

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…

偏微分方程分析 · 数学 2016-11-18 Zhen-Qing Chen , Eryan Hu , Longjie Xie , Xicheng Zhang

The dimension-free Harnack inequality and uniform heat kernel upper/lower bounds are derived for a class of infinite-dimensional GEM processes, which was introduced in \cite{FW} to simulate the two-parameter GEM distributions. In…

概率论 · 数学 2014-10-16 Shui Feng , Feng-Yu Wang

For incomplete sub-Riemannian manifolds, and for an associated second-order hypoelliptic operator, which need not be symmetric, we identify two alternative conditions for the validity of Gaussian-type upper bounds on heat kernels and…

概率论 · 数学 2022-03-23 Ismael Bailleul , James Norris

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

In this paper, we study purely discontinuous symmetric Markov processes on closed subsets of ${\mathbb R}^d$, $d\ge 1$, with jump kernels of the form $J(x,y)=|x-y|^{-d-\alpha}{\mathcal B}(x,y)$, $\alpha\in (0,2)$, where the function…

概率论 · 数学 2026-01-01 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

By using a coupling method, an explicit log-Harnack inequality with local geometry quantities is established for (sub-Markovian) diffusion semigroups on a Riemannian manifold (possibly with boundary). This inequality as well as the…

微分几何 · 数学 2012-09-28 Marc Arnaudon , Anton Thalmaier , Feng-Yu Wang

We present a Markov approximation for jump-diffusions whose jump part consists in a Hawkes process with intensity driven by a general (possibly non-monotone) kernel. Under minimal integrability conditions, the kernel can be approximated by…

概率论 · 数学 2025-07-16 Mahmoud Khabou , Mehdi Talbi

We study the boundary trace processes of reflected diffusions on uniform domains. We obtain stable-like heat kernel estimates for such a boundary trace process when the diffusion on the underlying ambient space satisfies sub-Gaussian heat…

概率论 · 数学 2025-02-24 Naotaka Kajino , Mathav Murugan

In this paper, we derive explicit sharp two-sided estimates of the Dirichlet heat kernels for a class of symmetric subordinate diffusion processes with diffusive components in $C^{1, \alpha}(\alpha\in (0, 1])$ open sets in $\mathbb R^d$…

概率论 · 数学 2024-04-30 Jie-Ming Wang

In this paper we give equivalent conditions for the weak parabolic Harnack inequality for general regular Dirichlet forms without killing part, in terms of local heat kernel estimates or growth lemmas. With a tail estimate on the jump…

偏微分方程分析 · 数学 2025-02-10 Guanhua Liu

In this paper, we consider the following symmetric non-local Dirichlet forms of pure jump type on metric measure space $(M,d,\mu)$: $$\mathcal{E}(f,g)=\int_{M\times M} (f(x)-f(y))(g(x)-g(y))\,J(dx,dy),$$ where $J(dx,dy)$ is a symmetric…

概率论 · 数学 2019-08-22 Zhen-Qing Chen , Takashi Kumagai , Jian Wang

We consider a class of pure jump Markov processes in $\rr^d$ whose jump kernels are comparable to those of symmetric stable processes. We prove a support theorem, a lower bound on the occupation times of sets, and show that we can…

概率论 · 数学 2011-02-25 Brian M. Whitehead

Consider a non-symmetric generalized diffusion $X(\cdot)$ in ${\bbR}^d$ determined by the differential operator $A(\msx)=-\sum_{ij} \partial_ia_{ij}(\msx)\partial_j +\sum_i b_i(\msx)\partial_i$. In this paper the diffusion process is…

概率论 · 数学 2010-03-16 Nedzad Limić

We establish two-sided heat kernel estimates for random conductance models with non-uniformly elliptic (possibly degenerate) stable-like jumps on graphs. These are long range counterparts of well known two-sided Gaussian heat kernel…

概率论 · 数学 2018-08-08 Xin Chen , Takashi Kumagai , Jian Wang

In this paper we show that two-sided heat kernel estimates for a class of (not necessarily symmetric) diffusions with jumps are stable under non-local Feynman-Kac perturbations.

概率论 · 数学 2017-02-16 Zhen-Qing Chen , Lidan Wang