Heat kernel estimates for stable-like processes on \(d\)-sets. (Q2574602)

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Heat kernel estimates for stable-like processes on \(d\)-sets.
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    Heat kernel estimates for stable-like processes on \(d\)-sets. (English)
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    29 November 2005
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    Let \(F\subset \mathbb R^ {n}\) be a closed \(d\)-set, \(n\geq 2\), \(0<d\leq n\). That is, there exists a positive Borel measure \(\mu \) on \(F\) satisfying \[ C_ 1 r^ {d}\leq \mu (B(x,r))\leq C_ 2 r^ {d}\tag{1} \] for some constants \(C_ 2> C_ 1 >0\) and all \(x\in F\), \(r\in \mathopen ]0,1\mathclose ]\), \(B(x,r)\) denoting the open ball centered at \(x\) with radius \(r\). We shall suppose that the upper bound in (1) holds for all \(r>0\). For each \(\alpha \in \mathopen ]0,2\mathclose [\) a regular Dirichlet form \((\mathcal E^ {(\alpha )},\mathcal F^ {(\alpha )})\) on \(L^ 2(F,\mu )\) may be defined by \[ \begin{aligned} \mathcal F^ {(\alpha )} &= \biggl \{u\in L^ 2(F,\mu );\;\int _ {F\times F} {| u(x)-u(y)| ^ 2 \over | x-y| ^ {d+\alpha }}\, d\mu (x)\, d\mu (y)<\infty \biggr \}, \\ \mathcal E^ {(\alpha )}(u,v) &= \frac 12\int _ {F\times F} {c(x,y)(u(x)-u(y))(v(x)-v(y)) \over | x-y| ^ {d+\alpha }}\,d\mu (x)\, d\mu (y), \end{aligned} \] where \(c \) is a symmetric function on \(F\times F\) satisfying \(C_ 3 \leq c(x,y) \leq C_ 4\) for some \(C_ 4 > C_ 3 >0\) and \(\mu \)-almost all \(x,y\in F\). The authors prove that there exists a Feller process \(Y\) on \(F\) associated with \((\mathcal E^ {(\alpha )},\mathcal F^ {(\alpha )})\) and \(Y\) has Hölder continuous transition density \(p\). There exist constants \(c_ 2 >c_ 1 >0\) (depending only on \(n\), \(d\), \(\alpha \) and \(C_ {i}\)) such that \[ c_ 1 \min \left \{ t^ {-d/\alpha }, {t\over | x-y| ^ {d+\alpha }} \right \} \leq p(t,x,y) \leq c_ 2 \min \left \{ t^ {-d/\alpha }, {t\over | x-y| ^ {d+\alpha }} \right \} \] holds for all \(x,y\in F\) and \(t\in \mathopen ]0,1\mathclose ]\). Moreover, the Hausdorff dimension of \(\{Y_ {t};\; 0\leq t\leq 1\}\) equals to \(\min \{\alpha ,d\}\) \(\mathbf P_ {x}\)-almost surely for every \(x\in F\).
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