中文
相关论文

相关论文: On the comparison between jump processes and subor…

200 篇论文

The aim of this article is to prove that diffusion processes in $\mathbb{R}^d$ with a drift can be approximated by suitable Markov chains on $n^{-1}\mathbb{Z}^d$. Moreover, we investigate sufficient conditions on the conductances which…

概率论 · 数学 2022-05-03 Marvin Weidner

We establish necessary and sufficient conditions for weak convergence to the upper invariant measure for asymmetric nearest neighbour zero range processes with non homogeneous jump rates. The class of environments considered is close to…

概率论 · 数学 2015-12-17 C. Bahadoran , T. Mountford , K. Ravishankar , E. Saada

In this paper, we establish stability of parabolic Harnack inequalities for symmetric non-local Dirichlet forms on metric measure spaces under general volume doubling condition. We obtain their stable equivalent characterizations in terms…

概率论 · 数学 2020-06-19 Zhen-Qing Chen , Takashi Kumagai , Jian Wang

We consider a large class of symmetric pure jump Markov processes dominated by isotropic unimodal L\'evy processes with weak scaling conditions. First, we establish sharp two-sided heat kernel estimates for these processes in $C^{1,1}$ open…

概率论 · 数学 2019-03-06 Tomasz Grzywny , Kyung-Youn Kim , Panki Kim

We prove a version of differential Harnack inequality for a family of sub-elliptic diffusions on Sasakian manifolds under certain curvature conditions.

微分几何 · 数学 2013-02-15 Paul W. Y. Lee

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…

概率论 · 数学 2026-02-12 Shiping Cao , Zhen-Qing Chen

In this paper, we study sharp two-sided heat kernel estimates for a large class of symmetric reflected diffusions with jumps on the closure of an inner uniform domain $D$ in a length metric space. The length metric is the intrinsic metric…

概率论 · 数学 2021-03-08 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

We characterize Gaussian estimates for transition probability of a discrete time Markov chain in terms of geometric properties of the underlying state space. In particular, we show that the following are equivalent: (1) Two sided Gaussian…

概率论 · 数学 2015-06-26 Mathav Murugan , Laurent Saloff-Coste

We survey the recent progress in the study of heat kernels for a class of non-symmetric non-local operators. We focus on the existence and sharp two-sided estimates of the heat kernels and their connection to jump diffusions.

概率论 · 数学 2017-03-28 Zhen-Qing Chen , Xicheng Zhang

We develop connections between Harnack inequalities for the heat flow of diffusion operators with curvature bounded from below and optimal transportation. Through heat kernel inequalities, a new isoperimetric-type Harnack inequality is…

概率论 · 数学 2013-07-09 Dominique Bakry , Ivan Gentil , Michel Ledoux

We show that the circle packing embedding in $\mathbb{R}^2$ of a one-ended, planar triangulation with polynomial growth is quasisymmetric if and only if the simple random walk on the graph satisfies sub-Gaussian heat kernel estimate with…

概率论 · 数学 2018-10-02 Mathav Murugan

Let $X$ be an isotropic unimodal L\'{e}vy jump process on $\mathbb{R}^d$. We develop probabilistic methods which in many cases allow us to determine whether $X$ satisfies the elliptic Harnack inequality (EHI), by looking only at the jump…

概率论 · 数学 2025-11-13 Jens Malmquist

Let $X$ be a symmetric jump process on $\R^d$ such that the corresponding jumping kernel $J(x,y)$ satisfies $$J(x,y)\le \frac{c}{|x-y|^{d+2}\log^{1+\varepsilon}(e+|x-y|)}$$ for all $x,y\in\R^d$ with $|x-y|\ge1$ and some constants…

概率论 · 数学 2017-07-14 Yuichi Shiozawa , Jian Wang

In this paper, we study two types of purely discontinuous symmetric Markov processes $X$ in bounded smooth subsets of $\mathbb R^d$: conservative processes and processes killed either upon approaching the boundary of the set or by a killing…

概率论 · 数学 2025-12-16 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

We provide explicit sufficient conditions for absolute continuity and equivalence between the distributions of two jump-diffusion processes that can explode and be killed by a potential.

概率论 · 数学 2007-05-23 Patrick Cheridito , Damir Filipovic , Marc Yor

A new type of gradient estimate is established for diffusion semigroups on non-compact complete Riemannian manifolds. As applications, a global Harnack inequality with power and a heat kernel estimate are derived for diffusion semigroups on…

概率论 · 数学 2008-01-31 Marc Arnaudon , Anton Thalmaier , Feng-Yu Wang

By using a general version of curvature condition, derivative inequalities are established for a large class of subelliptic diffusion semigroups. As applications, the Harnack/cost-entropy/cost-variance inequalities for the diffusion…

概率论 · 数学 2012-03-13 Feng-Yu Wang

We study reflected diffusion on uniform domains where the underlying space admits a symmetric diffusion that satisfies sub-Gaussian heat kernel estimates. A celebrated theorem of Jones (Acta Math. 1981) states that uniform domains in…

概率论 · 数学 2024-01-29 Mathav Murugan

We consider a class of jump processes in euclidean space which are associated to a certain non-local symmetric Dirichlet form. We prove a lower bound on the occupation times of sets, and that a support theorem holds for these processes.

概率论 · 数学 2012-03-01 Brian Whitehead

Motivated by some recent potential theoretic results on subordinate killed L\'evy processes in open subsets of the Euclidean space, we study processes in an open set $D\subset {\mathbb R}^d$ defined via Dirichlet forms with jump kernels of…

概率论 · 数学 2022-12-06 Panki Kim , Renming Song , Zoran Vondraček