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相关论文: Non-local Dirichlet Forms and Symmetric Jump Proce…

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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

Local boundedness and Harnack inequalities are studied for solutions to parabolic and elliptic integro-differential equations whose governing nonlocal operators are associated with nonsymmetric forms. We present two independent proofs, one…

偏微分方程分析 · 数学 2024-11-06 Moritz Kassmann , Marvin Weidner

By using the analytic tools of Dirichlet forms, we initiate a study of some non-linear parabolic equations on Sierpinski gasket, motivated by modellings of fluid flows along a fractal (which can be considered as a simplified rough porous…

经典分析与常微分方程 · 数学 2024-10-10 Xuan Liu , Zhongmin Qian

In this paper, we use thermodynamic formalism to study the dynamics of inner functions $F$ acting on the unit disk. If the Denjoy-Wolff point of $F$ is in the open unit disk, then without loss of generality, we can assume that $F(0) = 0$ so…

动力系统 · 数学 2025-11-20 Oleg Ivrii , Mariusz Urbański

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

Let $D^2 \subset C$ be a closed two-dimensional disk and $f:D^2 \to R$ be a continuous function such that a restriction of $f$ to $\partial D^2$ is a continuous function with a finite number of local extrema and $f$ has a finite number of…

一般拓扑 · 数学 2009-10-20 Yevgen Polulyakh , Iryna Yurchuk

We show that non continuous Dirichlet processes, defined as in \cite{NonCont} are closed under a wide family of locally Lipschitz continuous maps (similar to the time-homogeneous variants of the maps considered in \cite{Low}) thus extending…

概率论 · 数学 2024-05-09 Philip Kennerberg , Magnus Wiktorsson

It is shown that the theory of real symmetric second-order elliptic operators in divergence form on $\Ri^d$ can be formulated in terms of a regular strongly local Dirichlet form irregardless of the order of degeneracy. The behaviour of the…

偏微分方程分析 · 数学 2014-01-03 A. F. M. ter Elst , Derek W. Robinson , Adam Sikora , Yueping Zhu

In the first part of this article, we prove two-sided estimates of hitting probabilities of balls, the potential kernel and the Green function for a ball for general isotropic unimodal L\'evy processes. Our bounds are sharp under the…

概率论 · 数学 2017-05-24 Tomasz Grzywny , Mateusz Kwaśnicki

We apply the Davies method to give a quick proof for upper estimate of the heat kernel for the non-local Dirichlet form on the ultra-metric space. The key observation is that the heat kernel of the truncated Dirichlet form vanishes when two…

泛函分析 · 数学 2019-12-25 Jin Gao

In this paper, we carry out in-depth research centering around the Harnack inequality for positive solutions to nonlinear heat equation on Finsler metric measure manifolds with weighted Ricci curvature ${\rm Ric}_{\infty}$ bounded below.…

偏微分方程分析 · 数学 2023-12-12 Xinyue Cheng , Yalu Feng

In the limit epsilon to 0 we analyze the generators H_epsilon of families of reversible jump processes in R^d associated with a class of symmetric non-local Dirichlet-forms and show exponential decay of the eigenfunctions. The exponential…

概率论 · 数学 2013-09-17 Markus Klein , Christian Leonard , Elke Rosenberger

We prove a scale-invariant boundary Harnack principle for inner uni- form domains in metric measure Dirichlet spaces. We assume that the Dirichlet form is symmetric, strongly local, regular, and that the volume doubling property and…

概率论 · 数学 2014-06-09 Janna Lierl

We give large-time asymptotic estimates, both in uniform and $L^1$ norms, for solutions of the Dirichlet heat equation in the complement of a bounded open set of $\mathbb{R}^d$ satisfying certain technical assumptions. We always assume that…

偏微分方程分析 · 数学 2025-03-04 José A. Cañizo , Alejandro Gárriz , Fernando Quirós

We consider a class of pure jump Markov processes in $\rr^d$ whose jump kernels are comparable to those of symmetric stable processes. We prove a support theorem, a lower bound on the occupation times of sets, and show that we can…

概率论 · 数学 2011-02-25 Brian M. Whitehead

We define a numerical method that provides a non-parametric estimation of the kernel shape in symmetric multivariate Hawkes processes. This method relies on second order statistical properties of Hawkes processes that relate the covariance…

交易与市场微观结构 · 定量金融 2015-06-03 E. Bacry , K. Dayri , J. F. Muzy

A wave-function framework for the theory of the (e,e'N) reaction is presented in order to justify the use of coupled channel equations in the usual Feynman matrix element. The overall wave function containing the electron and nucleon…

核理论 · 物理学 2008-11-26 G. H. Rawitscher

In this paper we show the H\"ormander hypoelliptic theorem for nonlocal operators by a purely probabilistic method: the Malliavin calculus. Roughly speaking, under general H\"ormander's Lie bracket conditions, we show the regularization…

概率论 · 数学 2019-01-23 Zimo Hao , Xuhui Peng , Xicheng Zhang

Let $d \geq 2$, $\alpha \in (0,2)$, and $X$ be the rectilinear $\alpha$-stable process on $\mathbb{R}^d$. We first present a geometric characterization of an open subset $D\subset \mathbb{R}^d$ so that the part process $X^D$ of $X$ in $D$…

概率论 · 数学 2025-05-01 Zhen-Qing Chen , Eryan Hu , Guohuan Zhao

We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…

偏微分方程分析 · 数学 2026-02-11 Luan Hoang , Akif Ibragimov
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