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We determine the decay rate of the bottom crossing probability for symmetric jump processes under the condition on heat kernel estimates. Our results are applicable to symmetric stable-like processes and stable-subordinated diffusion…

概率论 · 数学 2016-12-15 Yuichi Shiozawa

In this paper, we consider a large class of purely discontinuous rotationally symmetric Levy processes. We establish sharp two-sided estimates for the transition densities of such processes killed upon leaving an open set D. When D is a…

概率论 · 数学 2017-05-17 Zhen-Qing Chen , Panki Kim , Renming Song

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

We construct the fundamental solution (the heat kernel) $p^{\kappa}$ to the equation $\partial_t=\mathcal{L}^{\kappa}$, where under certain assumptions the operator $\mathcal{L}^{\kappa}$ takes one of the following forms, \begin{align*}…

偏微分方程分析 · 数学 2018-04-05 Tomasz Grzywny , Karol Szczypkowski

In this paper we establish the existence and uniqueness of heat kernels to a large class of time-inhomogenous non-symmetric nonlocal operators with Dini's continuous kernels. Moreover, quantitative estimates including two-sided estimates,…

偏微分方程分析 · 数学 2020-10-09 Zhen-Qing Chen , Xicheng Zhang

We investigate the anisotropic stable JCIR process which is a multi-dimensional extension of the stable JCIR process but also a multi-dimensional analogue of the classical JCIR process. We prove that the heat kernel of the anisotropic…

概率论 · 数学 2019-08-16 Martin Friesen , Peng Jin

In this paper we prove that the heat kernel $k$ associated to the operator $A:= (1+|x|^\alpha)\Delta +b|x|^{\alpha-1}\frac{x}{|x|}\cdot\nabla -|x|^\beta$ satisfies $$ k(t,x,y) \leq c_1e^{\lambda_0 t+…

偏微分方程分析 · 数学 2017-11-27 S. E. Boutiah , A. Rhandi , C. Tacelli

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

We study a $d$-dimensional non-symmetric strictly $\alpha$-stable L\'{e}vy process $\mathbf{X}$, whose spherical density is bounded and bounded away from the origin. First, we give sharp two-sided estimates on the transition density of…

概率论 · 数学 2023-10-13 Łukasz Leżaj

The heat kernel associated with the setting of the classical Jacobi polynomials is defined by an oscillatory sum which cannot be computed explicitly, in contrast to the situation for the two other classical systems of orthogonal…

经典分析与常微分方程 · 数学 2013-12-30 Adam Nowak , Peter Sjögren

We prove upper and lower bounds of the heat kernel for the operator $\Delta-\nabla (\frac{1}{|x|^{\alpha}})\cdot \nabla $ in $\mathbb{R}^{n}\setminus\{0} $ where $\alpha >0$. We obtain these bounds from an isoperimetric inequality for a…

概率论 · 数学 2012-11-28 Alexander Grigor'yan , Shunxiang Ouyang , Michael Röckner

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

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

In this paper, we focus on the heat kernel estimates for diffusions and jump processes on metric measure spaces satisfying a weak chain condition, where the length of a nearly shortest $\varepsilon$-chain between two points $x,y$ is…

概率论 · 数学 2024-11-01 Guanhua Liu

Markov chain approximations of symmetric jump processes are investigated. Tightness results and a central limit theorem are established. Moreover, given the generator of a symmetric jump process with state space $\mathbbm{R}^d$ the…

概率论 · 数学 2007-05-23 R. Husseini , M. Kassmann

Let $P$ be a second-order, symmetric, and nonnegative elliptic operator with real coefficients defined on noncompact Riemannian manifold $M$, and let $V$ be a real valued function which belongs to the class of {\em small perturbation…

偏微分方程分析 · 数学 2017-07-07 Debdip Ganguly , Yehuda Pinchover

We consider a recurrent Markov process which is an It\^o semi-martingale. The L\'evy kernel describes the law of its jumps. Based on observations X(0),X({\Delta}),...,X(n{\Delta}), we construct an estimator for the L\'evy kernel's density.…

统计理论 · 数学 2013-05-14 Florian A. J. Ueltzhöfer

We suggest a method of reduction of mixed absolute and relative boundary conditions to pure ones. The case of rank two tensor is studied in detail. For four-dimensional disk the corresponding heat kernel is expressed in terms of scalar heat…

广义相对论与量子宇宙学 · 物理学 2009-10-22 Dmitri V. Vassilevich

We prove existence of boundary limits of ratios of positive harmonic functions for a wide class of Markov processes with jumps and irregular domains, in the context of general metric measure spaces. As a corollary, we prove uniqueness of…

概率论 · 数学 2015-09-21 Tomasz Juszczyszyn , Mateusz Kwaśnicki

In this paper, first we consider the uniform complex time heat kernel estimates of $e^{-z(-\Delta)^{\frac{\alpha}{2}}}$ for $\alpha>0, z\in \mathbb{C}^+$. When $\frac{\alpha}{2}$ is not an integer, generally the heat kernel doest not have…

经典分析与常微分方程 · 数学 2022-09-28 Shiliang Zhao , Quan Zheng

We prove a boundary Harnack inequality for jump-type Markov processes on metric measure state spaces, under comparability estimates of the jump kernel and Urysohn-type property of the domain of the generator of the process. The result holds…

概率论 · 数学 2017-02-15 Krzysztof Bogdan , Takashi Kumagai , Mateusz Kwaśnicki