On estimates of the density of Feynman-Kac semigroups of \(\alpha \)-stable-like processes (Q950485): Difference between revisions

Let \(X\) be an \(\alpha\)--stable--like process on \(\mathbb R^d\) not necessarily symmetric. For certain functions \(F\) on \(\mathbb R^d\times\mathbb R^d\) (also not necessarily symmetric) the discontinuous additive functional \(A_t^F\) is defined by \[ A_t^F:=\sum_{s\leq t}F(X_{s-},X_s),\quad t>0\;. \] Then the corresponding Feynman--Kac semigroup \(\{S_t^F : t\geq 0\}\) is given by \[ S_t^F f(x):= \mathbb E_X(\text{e}^{-A_t^F} f(X_t))\;. \] The aim of the present paper is to show that this semigroup has a density satisfying a sharp two--sided estimate. This extends former results in the symmetric case by \textit{Z.-Q. Chen} and \textit{T. Kumagai} [Stochastic Processes Appl. 108, No. 1, 27--62 (2003; Zbl 1075.60556)], and by \textit{R. Song}, [Electron. J. Probab. 11, Paper No. 6, 146--161, electronic only (2006; Zbl 1112.60059)].