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

\(\alpha \)-stable-like processesdiscontinuous additive functionalsFeynman-Kac semigroupsKato classnonsymmetric

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 $(t,x,y)in(0,infty)imes{R}^{d}imes{R}^d$.

Review text

Let \(X\) be an \(\alpha\)--stable--like process on \(\mathbb R^d\) not necessarily symmetric. For certain functions \(F\) on \(\mathbb R^d\times\mathbb R^d\) (also not necessarily symmetric) the discontinuous additive functional \(A_t^F\) is defined by \[ A_t^F:=\sum_{s\leq t}F(X_{s-},X_s),\quad t>0\;. \] Then the corresponding Feynman--Kac semigroup \(\{S_t^F : t\geq 0\}\) is given by \[ S_t^F f(x):= \mathbb E_X(\text{e}^{-A_t^F} f(X_t))\;. \] The aim of the present paper is to show that this semigroup has a density satisfying a sharp two--sided estimate. This extends former results in the symmetric case by \textit{Z.-Q. Chen} and \textit{T. Kumagai} [Stochastic Processes Appl. 108, No. 1, 27--62 (2003; Zbl 1075.60556)], and by \textit{R. Song}, [Electron. J. Probab. 11, Paper No. 6, 146--161, electronic only (2006; Zbl 1112.60059)].

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Cites work

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Cited in

(16)

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

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