Global heat kernel estimates for symmetric Markov processes dominated by stable-like processes in exterior C^1, open sets

DOI10.1007/S11118-015-9466-5MaRDI QIDQ494703zbMATH OpenOpenAlexFDO

Authors Kyung Youn Kim

Publication date 2 September 2015

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1501.03598

zbMATH Keywords

Dirichlet formsGreen functionheat kernelsLévy systempure jump Markov processesstable-like processestransition densities

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Integro-differential operators (47G20) Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35)

Abstract: In this paper, we establish sharp two-sided heat kernel estimates for a large class of symmetric Markov processes in exterior $C^{1,eta}$ open sets for all $t>0$. The processes are symmetric pure jump Markov processes with jumping kernel intensity ${\displaystyle }$kappa(x, y)psi(|x-y|)^{-1}|x-y|^{-d-alpha}${\displaystyle }$ where $alphain(0,2)$, $psi$ is an increasing function on $[0,infty)$ with $psi(r)=1$ on $0<rle1$ and $$ on $r>1$ for $$. A symmetric function $kappa(x,y)$ is bounded by two positive constants and $|kappa(x,y)-kappa(x,x)|le{c}_5|x-y{|}^{ho}$ for $|x-y|<1$ and $ho>alpha/2$. As a corollary of our main result, we estimates sharp two-sided Green function for this process in $C^{1,eta}$ exterior open sets.

Review text

This is a rather technical paper about bilateral estimates on transition densities (heat kernels) of a class of symmetric, pure jump Markov processes. As a matter of fact, besides a few well-known examples, it is in general quite difficult to extract a closed, exact form for these transition densities, and hence sharp estimates are always welcome, as actually pointed out by the quoted literature. The class of Markov processes involved is defined starting with the Hunt processes \(Y\) associated to the regular Dirichlet forms established through a family of symmetric, measurable, wisely chosen functions \(J(x, y)\), and then by taking the process \(Y^D\) which is just \(Y\) killed upon exiting an open set \(D\). The aim of the paper -- also extending previous results of the same author -- is to establish suitable, two-sided estimates for the transition density \(p_D(t, x, y)\) of \(Y_D\) when \(D\) is an exterior \(C^{1,\eta}\) open set. It turns out (in the main results summarized in Theorem 1.2) that the upper and lower bounds are implemented by the kernels of stable-like processes with an impressive panoply of parameters. A few corollaries conclude the paper, also adding an estimate on the Green function \(G_D(x, y)\) of \(Y^D\).

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Cited in

(11)

• Estimates of Dirichlet heat kernels for subordinate Brownian motions
• Spectral heat content for \(\alpha \)-stable processes in \({C^{1,1}}\) open sets
• Two-sided Dirichlet heat kernel estimates of symmetric stable processes on horn-shaped regions
• Estimates of Dirichlet heat kernel for symmetric Markov processes
• Heat kernel estimates for stable-like processes on d-sets.
• Heat kernel estimates for subordinate Markov processes and their applications
• Global heat kernel estimate for relativistic stable processes in exterior open sets
• Construction and heat kernel estimates of general stable-like Markov processes
• Hitting times of points and intervals for symmetric Lévy processes
• Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in \(C^{1, \eta}\) open sets
• Two-sided heat kernel estimates for censored stable-like processes

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