On estimates of the density of Feynman-Kac semigroups of -stable-like processes

DOI10.1016/J.JMAA.2008.02.012MaRDI QIDQ950485zbMATH OpenOpenAlexFDO

Authors Chunlin Wang

Publication date 22 October 2008

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0611565

zbMATH Keywords

Kato classnonsymmetricFeynman-Kac semigroups\(\alpha \)-stable-like processesdiscontinuous additive functionals

Mathematics Subject Classification ID

Stable stochastic processes (60G52) Stochastic analysis (60H99)

Abstract: Suppose that $alphain(0,2)$ and that $X$ is an $alpha$-stable-like process on $R^d$. Let $F$ be a function on $R^d$ belonging to the class $$ (see Introduction) and $A_t^F$ be $su{m}_{slet}F(X_{s-},X_s),t>0$, a discontinuous additive functional of $X$. With neither $F$ nor $X$ being symmetric, under certain conditions, we show that the Feynman-Kac semigroup $S_t^F:tge0$ defined by ${\displaystyle }$ S_{t}^{F}f(x)=mathbb{E}_{x}(e^{-A_{t}^{F}}f(X_{t}))${\displaystyle }$ has a density $q$ and that there exist positive constants $C_1,C_2,C_3$ and $C_4$ such that ${\displaystyle }$C_{1}e^{-C_{2}t}t^{-frac{d}{alpha}}(1 wedge frac{t^{frac{1}{alpha}}}{|x-y|})^{d+alpha} leq q(t,x,y) leq C_{3}e^{C_{4}t}t^{-frac{d}{alpha}}(1 wedge frac{t^{frac{1}{alpha}}}{|x-y|})^{d+alpha}${\displaystyle }$ for all $(t,x,y)in(0,infty)imes{R}^{d}imes{R}^d$.

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Cites work

• scientific article; zbMATH DE number 1809687 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• Conditional gauge theorem for non-local Feynman-Kac transforms
• Feynman-Kac semigroup with discontinuous additive functionals
• Heat kernel estimates for stable-like processes on \(d\)-sets.
• Two-sided estimates on the density of the Feynman-Kac semigroups of stable-like processes

Cited in

(16)

• On the Feynman-Kac semigroup for some Markov processes
• Stability of Dirichlet heat kernel estimates for non-local operators under Feynman-Kac perturbation
• Stability of estimates for fundamental solutions under Feynman-Kac perturbations for symmetric Markov processes
• Localization and Schrödinger perturbations of kernels
• Feynman-Kac semigroup with discontinuous additive functionals
• Perturbation by non-local operators
• scientific article; zbMATH DE number 4003195 (Why is no real title available?)
• On the stability of positive semigroups
• Upper estimates of transition densities for stable-dominated semigroups
• Approximation of stable-dominated semigroups
• Two-sided estimates on the density of the Feynman-Kac semigroups of stable-like processes
• Fractional Laplacian with supercritical killings
• Factorization and estimates of Dirichlet heat kernels for non-local operators with critical killings
• Wentzel-Freidlin estimates for jump processes in semi-group theory: upper bound
• On the stability of nonlinear Feynman-Kac semigroups
• Derivative formula for the Feynman-Kac semigroup of SDEs driven by rotationally invariant \(\alpha\)-stable process

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