Dirichlet heat kernel estimates for rotationally symmetric Lévy processes

DOI10.1112/PLMS/PDT068zbMATH Open1304.60080arXiv1303.6449OpenAlexW2158513382MaRDI QIDQ2874665FDOQ2874665

Authors: Panki Kim, Zhen-Qing Chen, Renming Song 

Publication date: 8 August 2014

Published in: Proceedings of the London Mathematical Society. Third Series (Search for Journal in Brave)

Abstract: In this paper, we consider a large class of purely discontinuous rotationally symmetric Levy processes. We establish sharp two-sided estimates for the transition densities of such processes killed upon leaving an open set D. When D is a kappa-fat open set, the sharp two-sided estimates are given in terms of surviving probabilities and the global transition density of the Levy process. When D is a C^{1, 1} open set and the Levy exponent of the process is given by Psi(xi)= phi(|xi|^2) with phi being a complete Bernstein function satisfying a mild growth condition at infinity, our two-sided estimates are explicit in terms of Psi, the distance function to the boundary of D and the jumping kernel of X, which give an affirmative answer to the conjecture posted in [Potential Anal., 36 (2012) 235-261]. Our results are the first sharp two-sided Dirichlet heat kernel estimates for a large class of symmetric Levy processes with general Levy exponents. We also derive an explicit lower bound estimate for symmetric Levy processes on R^d in terms of their Levy exponents.

Full work available at URL: https://arxiv.org/abs/1303.6449

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zbMATH Keywords

heat kerneltransition densitycomplete Bernstein functionLévy process

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Integro-differential operators (47G20) Transition functions, generators and resolvents (60J35)

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Cited In (37)

• Regularity of semigroups for SDEs driven by Lévy noises with one-sided Lipschitz continuous drift
• Convergence rate for a class of supercritical superprocesses
• Heat kernel upper bounds for symmetric Markov semigroups
• Extension and trace for nonlocal operators
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• Minimal thinness with respect to symmetric Lévy processes
• Estimates of Dirichlet heat kernel for symmetric Markov processes
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