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In this paper the running average of a subordinator with a tempered stable distribution is considered. We investigate a family of previously unexplored infinite-activity subordinators induced by the probability distribution of the running…

概率论 · 数学 2020-09-08 Weixuan Xia

We show a diffusive upper bound on the transition probability of a tagged particle in the symmetric simple exclusion process. The proof relies on optimal spectral gap estimates for the dynamics in finite volume, which are of independent…

概率论 · 数学 2018-04-27 Arianna Giunti , Yu Gu , Jean-Christophe Mourrat

In this paper, we study properties of the dual process and Schrodinger-type operators of a non-symmetric diffusion with measure-valued drift. Let mu=(mu^1,..., mu^d) be such that each mu^i is a signed measure on R^d belonging to the Kato…

概率论 · 数学 2007-05-23 Panki Kim , Renming Song

Subordinated processes play an important role in modeling anomalous diffusion-type behavior. In such models the observed constant time periods are described by the subordinator distribution. Therefore, on the basis of the observed time…

数学物理 · 物理学 2011-10-14 Joanna Janczura , Agnieszka Wyłomańska

In this paper, we consider transient subordinate Brownian motion X in R^d, d \geq 1, where the Laplace exponent \phi of the corresponding subordinator satisfies some mild conditions. The scaleinvariant Harnack inequality is proved for X. We…

概率论 · 数学 2012-04-06 Panki Kim , Ante Mimica

In this article we prove the existence of Bernstein processes which we associate in a natural way with a class of linear parabolic initial-and final boundary value problems defined in bounded convex subsets of Euclidean space of arbitrary…

偏微分方程分析 · 数学 2013-05-21 Pierre-A. Vuillermot , Jean-C. Zambrini

In this paper, we consider a weakly coupled system of nonlocal operators which contain both diffusion part with uniformly elliptic diffusion matrices and bounded drift vectors and the jump part with relatively general jump kernels. We use…

概率论 · 数学 2024-10-29 Zhen-Qing Chen , Xiangqian Meng

This paper tackles the issue of establishing a lower-bound on the asymptotic ratio of survival probabilities between two different initial conditions, asymptotically in time for a given Markov process with extinction. Such a comparison is a…

概率论 · 数学 2023-05-12 Aurélien Velleret

Some equivalent gradient and Harnack inequalities of a diffusion semigroup are presented for the curvature-dimension condition of the associated generator. As applications, the first eigenvalue, the log-Harnack inequality, the heat kernel…

概率论 · 数学 2010-12-30 Feng-Yu Wang

We consider the random walk on supercritical percolation clusters in the d-dimensional Euclidean lattice. Previous papers have obtained Gaussian heat kernel bounds, and a.s. invariance principles for this process. We show how this…

概率论 · 数学 2008-10-15 Martin Barlow , Ben Hambly

We study various probabilistic and analytical properties of a class of degenerate diffusion operators arising in Population Genetics, the so-called generalized Kimura diffusion operators. Our main results is a stochastic representation of…

概率论 · 数学 2014-06-19 Charles L. Epstein , Camelia A. Pop

It is well known that Nash-type inequalities for symmetric Dirichlet forms are equivalent to on-diagonal heat kernel upper bounds for the associated symmetric Markov semigroups. In this paper, we show that both imply (and hence are…

概率论 · 数学 2020-10-13 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

Subordinate diffusions are constructed by time changing diffusion processes with an independent L\'{e}vy subordinator. This is a rich family of Markovian jump processes which exhibit a variety of jump behavior and have found many…

统计理论 · 数学 2017-06-29 Weiwei Guo , Lingfei Li

We constructed a diffusion process on the Sierpi\'nski carpet that satisfies the sub-Gaussian heat kernel estimate with respect to the Euclidean metric and a non-standard self-similar measure.

概率论 · 数学 2025-12-01 Shiping Cao , Hua Qiu , Bingshen Wang

We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…

概率论 · 数学 2007-05-23 Dominic Schuhmacher

We prove that for a general diffusion process, certain assumptions on its behavior \emph{only within a fixed open subset} of the state space imply the existence and sub-Gaussian type off-diagonal upper bounds of the \emph{global} heat…

概率论 · 数学 2015-07-07 Alexander Grigor'yan , Naotaka Kajino

In the context of a metric measure Dirichlet space satisfying volume doubling and Poincar\'e inequality, we prove the parabolic Harnack inequality for weak solutions of the heat equation associated with local nonsymmetric bilinear forms. In…

概率论 · 数学 2017-03-14 Janna Lierl , Laurent Saloff-Coste

Let $L_t:=\Delta_t +Z_t $, $t\in [0,T_c)$ on a differential manifold equipped with time-depending complete Riemannian metric $(g_t)_{t\in [0,T_c)}$, where $\Delta_t$ is the Laplacian induced by $g_t$ and $(Z_t)_{t\in [0,T_c)}$ is a family…

概率论 · 数学 2017-08-17 Li-Juan Cheng

Until now, it has been an open question whether every subordinated Brownian motion (SBM) satisfies the elliptic Harnack inequality (EHI). In this paper, we show that the answer is ``no." In our first theorem, we show that if $X=(X_t)_{t…

概率论 · 数学 2023-04-12 Jens Malmquist , Mathav Murugan

We study the existence of segregated solutions to a class of reaction-diffusion systems with strong interactions, arising in many physical applications. These special solutions are obtained as weak limits of minimizers of a family of…

偏微分方程分析 · 数学 2020-04-29 Alessandro Audrito , Enrico Serra , Paolo Tilli