Heat kernels for non-symmetric diffusion operators with jumps (Q2404265)

The authors prove existence and uniqueness of heat kernels related to time-dependent second order diffusion operator with jumps of the type \[ \dfrac{1}{2}\sum_{i,j=1}^d a_{ij}(t,x)\partial^2_{ij}+\sum_{i=1}^d b_i(t,x)\partial_i + \mathcal{L}_t^\kappa,\quad x\in \mathbb{R}^d, \;t>0 \] with uniformly bounded, elliptic, and Hölder continuous coefficients matrix \(\{a_{ij}\},\) \(b_i: [0,\infty)\times \mathbb{R}^d\to \mathbb{R}^d\) are measurable functions taken in suitable Kato class and \(\mathcal{L}^\kappa_t\) is a non-local \(\alpha\)-stable-type operator with measurable and bounded kernel \(\kappa: [0,\infty)\times \mathbb{R}^d\to \mathbb{R}^d,\) \[ \mathcal{L}^\kappa_t f=\int_{\mathbb{R}^d} \big(f(x+z)-f(x)-1_{|z|\leq1}z\cdot\nabla f(x)\big)\dfrac{\kappa(t,x,z)}{|z|^{d+\alpha}}\:dz,\quad \alpha\in(0,2). \] The proofs rely on establishing of suitable sharp two-sided estimates, gradient estimates and fractional derivative estimate for the heat kernel under some mild conditions.