Symmetric jump processes and their heat kernel estimates

DOI10.1007/s11425-009-0100-0zbMath1186.60073arXiv0904.2796OpenAlexW2035259748MaRDI QIDQ1042974

Zhen-Qing Chen

Publication date: 7 December 2009

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.2796

zbMATH Keywords

heat kerneltransition densitystable processparabolic Harnack inequalitycensored stable processHölder a priori estimates

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Pseudodifferential operators (47G30) Initial value problems for PDEs with pseudodifferential operators (35S10)

Related Items

Nonlocal filtration equations with rough kernels, Drift perturbation of subordinate Brownian motions with Gaussian component, Heat kernels and analyticity of non-symmetric jump diffusion semigroups, Singular integrals of stable subordinator, Global well-posedness of a non-local Burgers equation: the periodic case, Perturbation by non-local operators, Off-diagonal heat kernel asymptotics of pseudodifferential operators on closed manifolds and subordinate Brownian motion, Heat kernels for non-symmetric diffusion operators with jumps, Compound kernel estimates for the transition probability density of a Lévy process in $\mathbb R^n$, Bottom crossing probability for symmetric jump processes, Heat kernel asymptotics of the subordinator and subordinate Brownian motion, Diffusions with holding and jumping boundary, Global heat kernel estimate for relativistic stable processes in exterior open sets, Heat kernels for time-dependent non-symmetric mixed Lévy-type operators, Sharp heat kernel estimates for relativistic stable processes in open sets, Functional inequalities for stable-like Dirichlet forms, Regularity theory for parabolic nonlinear integral operators, Feynman--Kac Transform for Anomalous Processes, Uniform dimension results for a family of Markov processes, Jump processes, \(\mathcal L\)-harmonic functions, continuity estimates and the Feller property, Heat kernel estimates for symmetric jump processes with mixed polynomial growths, Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders, Escape rate of symmetric jump-diffusion processes, Strong Stability of Heat Kernels of Non-symmetric Stable-Like Operators

Cites Work

• Weighted Poincaré inequality and heat kernel estimates for finite range jump processes
• A priori Hölder estimate, parabolic Harnack principle and heat kernel estimates for diffusions with jumps
• Upper bounds for symmetric Markov transition functions
• Renaissance, recollements, mélanges, ralentissement de processus de Markov
• Estimates on Green functions and Poisson kernels for symmetric stable processes
• Drift transforms and Green function estimates for discontinuous processes
• Censored stable processes
• Can one see \(\alpha\)-stable variables and processes?
• Option pricing for a logstable asset price model
• Harnack inequalities for jump processes
• The boundary behavior of heat kernels of Dirichlet Laplacians
• Green function estimate for censored stable processes
• Boundary trace of reflecting Brownian motions
• Heat kernel estimates for jump processes of mixed types on metric measure spaces
• Parabolic Harnack inequality for the mixture of Brownian motion and stable process
• Regularity estimates for the solution and the free boundary of the obstacle problem for the fractional Laplacian
• Heat kernel estimates for stable-like processes on \(d\)-sets.
• Transition Probabilities for Symmetric Jump Processes
• Some Theorems on Stable Processes
• FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS
• Heat kernel upper bounds for jump processes and the first exit time
• Non-local Dirichlet forms and symmetric jump processes
• Perturbation of Translation Invariant Positivity Preserving Semigroups on L 2 (R N )
• Symmetric Stable Laws and Stable-Like Jump-Diffusions
• Holder estimates for solutions of integro differential equations like the fractional laplace
• A construction of markov processes by piecing out
• Unnamed Item
• Unnamed Item
• Unnamed Item