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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

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 present a stable characterization of on-diagonal upper bounds for heat kernels associated with regular Dirichlet forms on metric measure spaces satisfying the volume doubling property. Our conditions include integral bounds on the jump…

偏微分方程分析 · 数学 2025-01-14 Soobin Cho

We consider the symmetric non-local Dirichlet form $(E, F)$ given by \[ E (f,f)=\int_{R^d} \int_{R^d} (f(y)-f(x))^2 J(x,y) dx dy \] with $F$ the closure of the set of $C^1$ functions on $R^d$ with compact support with respect to $E_1$,…

概率论 · 数学 2007-05-23 M. T. Barlow , R. F. Bass , Z. -Q. Chen. , M. Kassmann

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

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 discuss weak convergence of continuous-time Markov chains to a non-symmetric pure jump process. We approach this problem using Dirichlet forms as well as semimartingales. As an application, we discuss how to approximate a…

概率论 · 数学 2016-11-23 Ante Mimica , Nikola Sandrić , René L. Schilling

For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…

概率论 · 数学 2016-04-27 Ioannis Kontoyiannis , Sean P. Meyn

We survey the recent development of the DeGiorgi-Nash-Moser-Aronson type theory for a class of symmetric jump processes(or equivalently, a class of symmetric integro-differential operators). We focus on the sharp two-sided estimates for the…

概率论 · 数学 2015-05-13 Zhen-Qing Chen

We show two-sided bounds of heat kernel for anisotropic non-singular symmetric pure jump Markov process whose jump kernel $J(x,y)$ is comparable to $\frac{{\bf 1}_{\mathcal{V}}(x-y)}{|x-y|^{d+\alpha}}$, where $\mathcal{V}$ is a union of…

概率论 · 数学 2021-10-12 Jaehoon Kang

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

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

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

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

In this paper, we establish sharp two-sided estimates for transition densities of a large class of subordinate Markov processes. As applications, we show that the parabolic Harnack inequality and H\"older regularity hold for parabolic…

概率论 · 数学 2022-01-28 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

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 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

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

Let $Z=(Z^{1}, \ldots, Z^{d})$ be the $d$-dimensional L\'evy processes where $Z^{i}$'s are independent $1$-dimensional L\'evy processes with jump kernel $J^{\phi, 1}(u,w) =|u-w|^{-1}\phi(|u-w|)^{-1}$ for $u, w\in \mathbb R$. Here $\phi$ is…

概率论 · 数学 2020-08-11 Kyung-Youn Kim , Lidan Wang

Dunkl processes are multidimensional Markov processes defined through the use of Dunkl operators. These processes have discontinuities, and they can be separated into their continuous (radial) part, and their discontinuous (jump) part.…

数学物理 · 物理学 2021-05-20 Sergio Andraus