Small-time sharp bounds for kernels of convolution semigroups
From MaRDI portal
Publication:2408412
Abstract: We study small time bounds for transition densities of convolution semigroups corresponding to pure jump L'evy processes in , , including those with jumping kernels exponentially and subexponentially localized at infinity. For a large class of L'evy measures, non-necessarily symmetric nor absolutely continuous with respect to the Lebesgue measure, we find the optimal, both in time and space, upper bound for the corresponding transition kernels at infinity. In case of L'evy measures that are symmetric and absolutely continuous, with densities such that for nonincreasing profile functions , we also prove the full characterization of the sharp two-sided transition densities bounds of the form p_t(x) asymp h(t)^{-d} cdot mathbf{1}_{left{|x|leq heta h(t)
ight}} + t , g(x) cdot mathbf{1}_{left{|x| geq heta h(t)
ight}}, quad t in (0,t_0), t_0>0, x in mathbb{R}^{d}. This is done for small and large separately. Mainly, our argument is based on new precise upper bounds for convolutions of L'evy measures. Our investigations lead to an interesting and surprising dichotomy of the decay properties at infinity for transition kernels of pure jump L'evy processes. All results are obtained solely by analytic methods, without use of probabilistic arguments.
Consider the transition density \(p_t\) of a pure jump Lévy process with Lévy-Khintchin exponent \(\Phi\), infinite Lévy measure \(v\) on \(\mathbb R^d\setminus\{0\}\), and drift term \(b\in\mathbb R^d\). Suppose \(v(dx) = g(x)dx\), \(g(y)= g(-y)\), and \(g(x)\asymp f(x)\), \(x\in\mathbb R^d\setminus\{0\}\) for some nonincreasing function \(f:(0,\infty)\to(0,\infty)\), and define \(\Psi(r):= \sup_{|\xi|\leq r}\mathrm{Re}\,\Phi(\xi)\), \(r>0\), \(h(t):=1/\Psi^{-1}(1/t)\), and \[ b_r:= \begin{cases} b- \int_{r\leq| y|<1} yv(dy) & r<1, \\ b & r=1, \\ b+ \int_{1\leq| y|<r}yv(dy) & r>1. \end{cases} \] The authors give necessary and sufficient conditions for sharp two-side transition density bounds of the form \(p_t(x+ tb)\asymp[h(t)]^{-d} 1_{\{| x|\leq\theta h(t)\}}+ tg(x)1_{\{| x|\leq\theta h(t)\}}\), \(t\in(0,t_0]\), \(t_0>0\), \(x\in\mathbb R^d\), separately for small and large \(x\), as well as sufficient conditions for an estimate of the form \(p_t(x+ tb_{h(t)})\leq Ct[h(t)]^{\gamma-d} f(x)\), \(| x|> R\), \(t\in(0,t_0]\). The proof is purely analytic, based on new precise upper bounds for convolutions of Lévy measures. The conditions involved and several examples are discussed in detail.
Recommendations
- Lévy processes: concentration function and heat kernel bounds
- Estimates of heat kernels of non-symmetric Lévy processes
- Heat kernel upper estimates for symmetric jump processes with small jumps of high intensity
- Estimates of transition densities and their derivatives for jump Lévy processes
- Estimates of Dirichlet heat kernels for unimodal Lévy processes with low intensity of small jumps
Cites work
- A geometric interpretation of the transition density of a symmetric Lévy process
- A note on the existence of transition probability densities of Lévy processes
- Asymptotic behavior of the transition density for jump type processes in small time
- Asymptotic behaviour of densities of multi-dimensional stable distributions
- Asymptotic behaviour of densities of stable semigroups of measures
- Asymptotic estimates for densities of multi-dimensional stable distributions
- Asymptotic estimates of multi-dimensional stable densities and their applications
- Bounds for the fundamental solution of a parabolic equation
- Compound kernel estimates for the transition probability density of a Lévy process in \(\mathbb R^{n}\)
- Coupling property and gradient estimates of Lévy processes via the symbol
- Density and tails of unimodal convolution semigroups
- Density estimate in small time for jump processes with singular Lévy measures
- Density in small time at accessible points for jump processes
- Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
- Estimates of tempered stable densities
- Estimates of the potential kernel and Harnack's inequality for the anisotropic fractional Laplacian
- Estimates of transition densities and their derivatives for jump Lévy processes
- Exact asymptotic for distribution densities of Lévy functionals
- Global heat kernel estimates for symmetric jump processes
- Gradient estimates of harmonic functions and transition densities for Lévy processes
- Harnack inequality and Hölder regularity estimates for a Lévy process with small jumps of high intensity
- Heat kernel estimates for jump processes of mixed types on metric measure spaces
- Heat kernel upper estimates for symmetric jump processes with small jumps of high intensity
- scientific article; zbMATH DE number 3998925 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- scientific article; zbMATH DE number 3364596 (Why is no real title available?)
- Infinite divisibility and generalized subexponentiality
- Lipschitz continuity of densities of stable semigroups of measures
- Local subexponentiality and self-decomposability
- On Harnack inequality and Hölder regularity for isotropic unimodal Lévy processes
- On Lamperti stable processes
- Pointwise eigenfunction estimates and intrinsic ultracontractivity-type properties of Feynman-Kac semigroups for a class of Lévy processes
- Pointwise estimates for densities of stable semigroups of measures
- Potential analysis of stable processes and its extensions. With some of the papers based on the presentations at the workshop on stochastic and harmonic analysis of processes with jumps, Angers, France, May 2--9, 2006.
- Pseudo differential operators and Markov processes. In 3 vol. Vol. 1: Fourier analysis and semigroups
- Regularity of harmonic functions for anisotropic fractional Laplacians
- Relativistic Schrödinger operators: Asymptotic behavior of the eigenfunctions
- Sharp heat kernel estimates for relativistic stable processes in open sets
- Some Theorems on Stable Processes
- Tempering stable processes
- The isoperimetric inequality for isotropic unimodal L�vy processes
- Transition density estimates for a class of Lévy and Lévy-type processes
- Transition density estimates for jump Lévy processes
- Upper estimates of transition densities for stable-dominated semigroups
Cited in
(27)- Kato classes for Lévy processes
- Heat kernels of non-symmetric jump processes with exponentially decaying jumping kernel
- On the boundary behavior of multi-type continuous-state branching processes with immigration
- Heat kernels of non-local Schrödinger operators with Kato potentials
- Transition densities of spectrally positive Lévy processes
- Estimates of heat kernels of non-symmetric Lévy processes
- On directional convolution equivalent densities
- Progressive intrinsic ultracontractivity and heat kernel estimates for non-local Schrödinger operators
- Lévy processes: concentration function and heat kernel bounds
- Heat kernel estimates for symmetric jump processes with mixed polynomial growths
- Heat kernel of anisotropic nonlocal operators
- The quenched asymptotics for nonlocal Schrödinger operators with Poissonian potentials
- Estimates of densities for Lévy processes with lower intensity of large jumps
- Upper estimates of transition densities for stable-dominated semigroups
- Bounds for the Tails of Sharp-Cutoff Filter Kernels
- Spatial asymptotics at infinity for heat kernels of integro-differential operators
- Transition density estimates for diagonal systems of SDEs driven by cylindrical -stable processes
- Transition density estimates for relativistic alpha-stable processes on metric spaces
- Construction and heat kernel estimates of general stable-like Markov processes
- Typical long-time behavior of ground state-transformed jump processes
- Fall-off of eigenfunctions for non-local Schrödinger operators with decaying potentials
- Heat kernel estimates for subordinate Brownian motions
- Bound states and heat kernels for fractional-type Schrödinger operators with singular potentials
- Exponential densities and compound Poisson measures
- Relativistic stable operators with critical potentials
- Decay of resolvent kernels and Schrödinger eigenstates for Lévy operators
- Heat kernel estimates and their stabilities for symmetric jump processes with general mixed polynomial growths on metric measure spaces
This page was built for publication: Small-time sharp bounds for kernels of convolution semigroups
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2408412)
