Localized upper bounds of heat kernels for diffusions via a multiple Dynkin-Hunt formula

DOI10.1090/TRAN/6784zbMATH Open1387.60121arXiv1502.00213OpenAlexW2297531080MaRDI QIDQ2833007FDOQ2833007

Authors: A. A. Grigor'yan, Naotaka Kajino 

Publication date: 16 November 2016

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Abstract: We prove that for a general diffusion process, certain assumptions on its behavior emph{only within a fixed open subset} of the state space imply the existence and sub-Gaussian type off-diagonal upper bounds of the emph{global} heat kernel on the fixed open set. The proof is mostly probabilistic and is based on a seemingly new formula, which we call a emph{multiple Dynkin-Hunt formula}, expressing the transition function of a Hunt process in terms of that of the part process on a given open subset. This result has an application to heat kernel analysis for the emph{Liouville Brownian motion}, the canonical diffusion in a certain random geometry of the plane induced by a (massive) Gaussian free field.

Full work available at URL: https://arxiv.org/abs/1502.00213

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zbMATH Keywords

diffusion processheat kernelexit probability estimateHund processmultiple Dynkin-Hunt formulasub-Gaussian upper bound

Mathematics Subject Classification ID

Diffusion processes (60J60) Fractals (28A80) Dirichlet forms (31C25) Heat kernel (35K08) Transition functions, generators and resolvents (60J35) Probabilistic potential theory (60J45)

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Cited In (8)

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• Continuity and estimates of the Liouville heat kernel with applications to spectral dimensions
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• On singularity of energy measures for symmetric diffusions with full off-diagonal heat kernel estimates. II: Some borderline examples

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