Parabolic Harnack inequality for the mixture of Brownian motion and stable process (Q2471134)

Let \(X:=W+Y\) be a mixture of independent Brownian motion \(W\) and symmetric stable process \(Y\) in Euclidian space \(\mathbb{R}^d\). The authors prove first sharp upper and lower bounds for transition density of \(X\) in terms of those of \(W\) and \(Y\). Then, they establish a lower bound for the transition density of \(X\) killed upon exiting a ball. Finally, they deduce parabolic Harnack inequality for nonnegative parabolic functions of \(X\).