Heat kernel for non-local operators with variable order

DOI10.1016/J.SPA.2019.10.004MaRDI QIDQ2175332zbMATH OpenOpenAlexWikidataFDO

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)

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

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)

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).

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Cited in

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