A priori Hölder estimate, parabolic Harnack principle and heat kernel estimates for diffusions with jumps (Q986617)

The paper under review is concerned with the following type of non-local pseudo-differential operator \(\mathcal L\) on \(\mathbb {R}^ {d}\): \[ {\mathcal L} u (x) = \frac{1}{2} \sum _ {i,j=1}^ {d} \frac{\partial}{\partial x_i} \left ( a_ {i j} (x) \frac{\partial u (x)}{\partial x_j} \right ) + \lim _ {\varepsilon \downarrow 0} \int _ {\{ y \in \mathbb {R}^ {d} : | y - x | > \varepsilon\} } \left ( u(y) - u(x) \right ) J (x, y) d y \] \(\displaystyle {A(x) = \left ( a_ {i j} (x) \right ) _ {1 \leq i, j \leq d}}\) denotes a measurable matrix valued function on \(\mathbb {R}^ {d}\) that is uniformly elliptic and bounded. \(J\) is a symmetric measurable non-trivial non-degenerate kernel on \(\mathbb {R}^ {d} \times \mathbb {R}^ {d}\), satisfying some technical conditions. A symmetric strong Markov process \(X\) on \(\mathbb {R}^ {d}\), that has both the diffusion component and pure jump component, is associated with \(\mathcal L\). Using methods from both probability theory and analysis, the following results are established: an a priori Hölder estimate for bounded parabolic functions of \(\mathcal L\); a parabolic Harnack principle for positive parabolic function of \(\mathcal L\); two-sided sharp estimates for the heat kernel corresponding to the operator \(\mathcal L\) and jump-diffusion \(X\). In particular, these results apply to the mixture of symmetric diffusion of uniformly elliptic divergence form operator and mixed stable-like processes on \(\mathbb {R}^ {d}\).