Heat kernel for non-local operators with variable order

DOI10.1016/J.SPA.2019.10.004zbMATH Open1462.60106arXiv1811.09972OpenAlexW2980788294WikidataQ127006242 ScholiaQ127006242MaRDI QIDQ2175332FDOQ2175332

Authors: Xin Chen, Zhen-Qing Chen, Jian Wang 

Publication date: 29 April 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: Let $alpha(x)$ be a measurable function taking values in $[alph{a}_1,alph{a}_2]$ for $0<A_{1}le{A}_2<2$, and $kappa(x,z)$ be a positive measurable function that is symmetric in $z$ and bounded between two positive constants. Under a uniform H"older continuous assumptions on $alpha(x)$ and $xmapstokappa(x,z)$, we obtain existence, upper and lower bounds, and regularity properties of the heat kernel associated with the following non-local operator of variable order ${\displaystyle }$ LL f(x)=int_{R^d}�ig(f(x+z)-f(x)-langle abla f(x), z angle I_{{|z|le 1}}�ig) frac{kappa(x,z)}{|z|^{d+alpha(x)}},dz. ${\displaystyle }$ In particular, we show that the operator $LL$ generates a conservative Feller process on $R^d$ having the strong Feller property, which is usually assumed a priori in the literature to study analytic properties of $LL$ via probabilistic approaches. Our near-diagonal estimates and lower bound estimates of the heat kernel depend on the local behavior of index function $alpha(x)$, when $alpha(x)equivAin(0,2)$, our results recover some results by Chen and Kumagai (2003) and Chen and Zhang (2016).

Full work available at URL: https://arxiv.org/abs/1811.09972

Recommendations

• Heat kernel bounds for nonlocal operators with singular kernels
• Heat kernels of non-symmetric jump processes: beyond the stable case
• Coupling by reflection and Hölder regularity for non-local operators of variable order
• A remark on non-local operators with variable order
• Boundary regularity for nonlocal operators with kernels of variable orders

zbMATH Keywords

heat kernelLevi's methodstable-like processnon-local operator with variable order

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35) Jump processes on general state spaces (60J76) Feller processes (60G53)

Cites Work

• Heat kernel estimates for stable-like processes on \(d\)-sets.
• Regularity theory for fully nonlinear integro-differential equations
• Holder estimates for solutions of integro differential equations like the fractional laplace
• Title not available (Why is that?)
• The Evans-Krylov theorem for nonlocal fully nonlinear equations
• Regularity results for stable-like operators
• A priori estimates for integro-differential operators with measurable kernels
• Drift diffusion equations with fractional diffusion and the quasi-geostrophic equation
• Density and tails of unimodal convolution semigroups
• Heat kernel estimates for jump processes of mixed types on metric measure spaces
• Uniqueness in law for pure jump Markov processes
• Stable-like processes: Construction of the transition density and the behavior of sample paths near \(t=0\)
• On Markov process generated by pseudodifferential operator of variable order
• Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
• Symmetric Stable Laws and Stable-Like Jump-Diffusions
• On the differentiability of the solution to an equation with drift and fractional diffusion
• Heat kernel estimates for \(\varDelta + \varDelta^{\alpha / 2}\) under gradient perturbation
• Drift perturbation of subordinate Brownian motions with Gaussian component
• Time-dependent gradient perturbations of fractional Laplacian
• \(L^p\)-maximal regularity of nonlocal parabolic equations and applications
• Heat kernels and analyticity of non-symmetric jump diffusion semigroups
• Heat kernel estimates for critical fractional diffusion operators
• Upper bounds for fundamental solutions to non-local diffusion equations with divergence free drift
• Long-time behavior of stable-like processes
• Gradient estimates of harmonic functions and transition densities for Lévy processes
• Heat kernel of anisotropic nonlocal operators
• On fundamental solutions for non-local parabolic equations with divergence free drift
• Parametrix construction for certain Lévy-type processes
• Intrinsic compound kernel estimates for the transition probability density of a L\'evy type processes and their applications
• Harnack inequalities for non-local operators of variable order
• Hölder Continuity of Harmonic Functions with Respect to Operators of Variable Order
• The martingale problem for a class of stable-like processes
• Approximation in law of locally \(\alpha \)-stable Lévy-type processes by non-linear regressions
• Stochastic flows for Lévy processes with Hölder drifts
• Feller processes generated by pseudo-differential operators: On the Hausdorff dimension of their sample paths
• Heat kernels of non-symmetric jump processes: beyond the stable case
• Heat kernels for non-symmetric diffusion operators with jumps
• Perturbation by non-local operators
• Heat kernels of non-symmetric jump processes with exponentially decaying jumping kernel
• Heat kernels of non-symmetric Lévy-type operators
• Laplacian perturbed by non-local operators
• Heat Kernels for Non-symmetric Non-local Operators
• Heat kernels for time-dependent non-symmetric stable-like operators
• Transition probabilities of Lévy‐type processes: Parametrix construction
• Coupling by reflection and Hölder regularity for non-local operators of variable order
• Uniqueness in law for stable-like processes of variable order
• Transition density estimates for diagonal systems of SDEs driven by cylindrical $\alpha$-stable processes

Cited In (10)

• Periodic homogenization of a Lévy-type process with small jumps
• Harnack inequalities and Hölder estimates for fully nonlinear integro-differential equations with weak scaling conditions
• Subexponential upper and lower bounds in Wasserstein distance for Markov processes
• Noncommutative heat kernel
• Uniqueness in law for stable-like processes of variable order
• Schauder estimates for Poisson equations associated with non-local Feller generators
• Variable-order fractional Laplacian and its accurate and efficient computations with meshfree methods
• Periodic homogenization of nonsymmetric Lévy-type processes
• Heat kernels of non-symmetric jump processes: beyond the stable case
• Monotone systems involving variable-order nonlocal operators

This page was built for publication: Heat kernel for non-local operators with variable order

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2175332)