Fundamental solution for super-critical non-symmetric Lévy-type operators

Abstract: We prove the existence and give estimates of the fundamental solution (the heat kernel) for the equation

p a r t i a l_{t} = m a t h c a l L^{k a p p a}

for non-symmetric non-local operators

mathcal{L}^{kappa}f(x):= int_{mathbb{R}^d}( f(x+z)-f(x)- 1_{|z|<1} left<z, abla f(x) ight>)kappa(x,z)J(z), dz,,

under broad assumptions on

k a p p a

and

J

. Of special interest is the case when the order of the operator

m a t h c a l L^{k a p p a}

is smaller than or equal to 1. Our approach rests on imposing suitable cancellation conditions on the internal drift coefficient

int_{rleq |z|<1} z kappa(x,z)J(z)dz,,qquad 0<rleq 1,,

which allows us to handle the non-symmetry of

z m a p s t o k a p p a (x, z) J (z)

. The results are new even for the

1

-stable L'evy measure

J (z) = | z |^{- d - 1}

.

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