Symmetric jump processes and their heat kernel estimates (Q1042974): Difference between revisions

The paper is a survey of recent results, mostly by the author and his collaborators, on two-sided estimates for the transition densities of symmetric jump processes and their applications. The survey consists of 8 sections. Section 1 is an introduction with a general overview of the subject. In Section 2, the author describes the heat kernel estimates for stable-like processes, their applications to fractal properties of paths, analogs of the parabolic Harnack inequality. Section 3 treats similar problems for mixed processes, mixtures of diffusions and jump-type processes. Finite range stable-like processes are considered in Section 4. This class of processes appears in many applications where jumps only up to a certain size are allowed. General diffusions with jumps constitute the subject of Section 5 where the methods are based on the Dirichlet form techniques. The Hölder a priori estimates and the parabolic Harnack inequalities are obtained via probabilistic machinery (exit times upper bounds, hitting probability estimates etc). Section 6 is devoted to the Dirichlet heat kernels corresponding to processes killed upon exiting an open set. Section 7 is about censored stable processes defined via the Dirichlet form similar to that for a stable process on \(\mathbb R^n\), but with the domain of integration restricted to an open subset. Some open problems are described in Section 8.