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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

In this paper, we consider symmetric $\alpha$-stable processes on (unbounded) horn-shaped regions which are non-uniformly $C^{1,1}$ near infinity. By using probabilistic approaches extensively, we establish two-sided Dirichlet heat…

概率论 · 数学 2021-08-05 Xin Chen , Panki Kim , Jian Wang

We introduce and study a family of Markov processes on partitions. The processes preserve the so-called z-measures on partitions previously studied in connection with harmonic analysis on the infinite symmetric group. We show that the…

数学物理 · 物理学 2007-05-23 Alexei Borodin , Grigori Olshanski

We obtain two-sided heat kernel estimates for Riemannian manifolds with ends with mixed boundary condition, provided that the heat kernels for the ends are well understood. These results extend previous results of Grigor'yan and…

微分几何 · 数学 2025-01-15 Emily Dautenhahn , Laurent Saloff-Coste

In this paper, we study transition density functions for pure jump unimodal L\'evy processes killed upon leaving an open set $D$. Under some mild assumptions on the L\'evy density, we establish two-sided Dirichlet heat kernel estimates when…

概率论 · 数学 2021-03-03 Soobin Cho , Jaehoon Kang , Panki Kim

This paper presents a detailed analysis of the heat kernel on an $(\mathbb{N}\times\mathbb{N})$-parameter family of compact metric measure spaces, which do not satisfy the volume doubling property. In particular, uniform bounds of the heat…

概率论 · 数学 2020-03-06 Patricia Alonso Ruiz

In this paper, when a given symmetric Markov process X satisfies the stability of global heat kernel two-sided (upper) estimates by Markov perturbations, we give a necessary and sufficient condition on the stability of global two-sided…

概率论 · 数学 2022-04-05 Daehong Kim , Panki Kim , Kazuhiro Kuwae

The heat kernel on the symmetric space of positive definite Hermitian matrices is used to endow the spaces of Bergman metrics of degree k on a Riemann surface M with a family of probability measures depending on a choice of the background…

概率论 · 数学 2016-08-10 Semyon Klevtsov , Steve Zelditch

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 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

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

Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients.

偏微分方程分析 · 数学 2013-08-09 M. Kunze , L. Lorenzi , A. Rhandi

In this paper, we establish sharp two-sided estimates for the transition densities of relativistic stable processes [i.e., for the heat kernels of the operators $m-(m^{2/\alpha}-\Delta)^{\alpha/2}$] in $C^{1,1}$ open sets. Here $m>0$ and…

概率论 · 数学 2012-09-27 Zhen-Qing Chen , Panki Kim , Renming Song

In this paper we study the potential theory of Dirichlet forms on the half-space $\mathbb{R}^d_+$ defined by the jump kernel $J(x,y)=|x-y|^{-d-\alpha}\mathcal{B}(x,y)$ and the killing potential $\kappa x_d^{-\alpha}$, where $\alpha\in (0,…

概率论 · 数学 2025-03-21 Panki Kim , Renming Song , Zoran Vondraček

Nash and Sobolev inequalities are known to be equivalent to ultracontractive properties of heat-like Markov semigroups, hence to uniform on-diagonal bounds on their kernel densities. In non ultracontractive settings, such bounds can not…

泛函分析 · 数学 2014-07-28 François Bolley , Arnaud Guillin , Xinyu Wang

We prove sharp estimates on heat kernels and Green functions for subordinate Markov processes with both discrete an continuous time, under relatively weak assumptions about original processes as well as Laplace exponents of subordinators.…

概率论 · 数学 2021-10-07 Tomasz Grzywny , Bartosz Trojan

In this paper, we employ probabilistic techniques to derive sharp, explicit two-sided estimates for the heat kernel of the nonlocal kinetic operator $$ \Delta^{\alpha/2}_v + v \cdot \nabla_x, \quad \alpha \in (0, 2),\ (x,v)\in {\mathbb…

概率论 · 数学 2024-12-05 Haojie Hou , Xicheng Zhang

We derive the equations governing the protocols minimizing the heat released by a continuous-time Markov jump process on a one-dimensional countable state space during a transition between assigned initial and final probability…

统计力学 · 物理学 2021-10-15 Paolo Muratore-Ginanneschi , Carlos Mejía-Monasterio , Luca Peliti

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

When studying non-symmetric nonlocal operators $$ {\cal L} f(x) = \int_{{\bf R}^d} \left( f(x+z)-f(x)-\nabla f(x)\cdot z 1_{\{|z|\leq 1\}} \right) \frac{\kappa (x, z)}{|z|^{d+\alpha}} d z , $$ where $0<\alpha<2$ and $\kappa (x, z)$ is a…

概率论 · 数学 2017-09-15 Zhen-Qing Chen , Xicheng Zhang