Subexponential behaviour of the Dirichlet heat kernel

DOI10.1016/S0022-1236(02)00056-3MaRDI QIDQ1868672zbMATH OpenFDO

Authors M. van den Berg

Publication date 28 April 2003

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0022-1236(02)00056-3

zbMATH Keywords

Brownian motiondecay properties

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Heat equation (35K05) Brownian motion (60J65)

Review text

Let \(D\) be an open and connected set in \(\mathbb{R}^m\), and let \(p_D(x,y; t)\), \(x\in D\), \(y\in D\), \(t> 0\) denote the Dirichlet heat kernel associated to the parabolic operator \(-\Delta_D+ {\partial\over\partial t}\), where \(-\Delta_D\) is the Dirichlet Laplacian for \(D\). Let (\(B(s)\), \(s\geq 0\); \(P_x\), \(x\in\mathbb{R}^m\)) be a Brownian motion associated to \(-\Delta+{\partial\over\partial t}\), and let \(T_D\) be the first exit time from \(D\). In this paper a relation between the decay properties of \(p_D(x,y; t)\) and \(P_x[T_D> t]\) for large time is established, under assumption that \(P_x[T_D> t]\) decays subexponentially. Variational lower bounds for \(p_D(x,x; t)\) and \(P_x[T_D> 1]\) are given, too.

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Cites work

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Cited in

(14)

• Iterated Brownian motion in parabola-shaped domains
• The exit distribution for iterated Brownian motion in cones
• Some asymptotic formulas for a Brownian motion from the maximum and minimum domains with regular varying boundary
• Ratio limit theorem for parabolic horn-shaped domains
• scientific article; zbMATH DE number 18233 (Why is no real title available?)
• Heat equation and the principle of not feeling the boundary
• Off-Diagonal Bounds of Non-Gaussian Type for the Dirichlet Heat Kernel
• Brownian motion in twisted domains
• Heat kernel estimates for subordinate Brownian motions
• Symmetric stable processes in parabola–shaped regions
• Sharp integrability for Brownian motion in parabola-shaped regions
• Survival probability for jump processes in unbounded domains on metric measure spaces
• The Birman-Craggs-Johnson homomorphism and abelian cycles in the Torelli group
• The Martin kernel for unbounded domains

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