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

DOI10.1090/TRAN/6784MaRDI QIDQ2833007zbMATH OpenOpenAlexFDO

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)

Full work available at URL https://arxiv.org/abs/1502.00213, http://www.lib.kobe-u.ac.jp/repository/90003813.pdf

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)

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.

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• Heat kernel upper bounds for jump processes and the first exit time
• Continuity and estimates of the Liouville heat kernel with applications to spectral dimensions
• Liouville heat kernel upper bounds at large distances
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