Heat Kernel Estimates for Non-symmetric Finite Range Jump Processes

In this paper,we first establish the sharp two-sided heat kernel estimates and the gradient estimate for the truncated fractional Laplacian under gradient perturbation ■,where ■ is the truncated fractional Laplacian,α∈(1,2) and b ∈ K_d~(α-1).In the second part,for a more general finite range jump process,we present some sufficient conditions to allow that the two sided estimates of the heat kernel are comparable to the Poisson type function for large distance |x-y|in short time.     

Killed Random Processes and Heat Kernels

Let V(x) ≥ 0 be a given function tending to a constant at infinity. It is well known that the density of the Brownian motion B_t killed at the infinitesimal rate V is a Green's function for the heat operator with such a potential. With an appropriate generalization, its Laplace transform also gives the density of ∫ ₀ ^t V(B_s)ds. We construct such a Green's function via spectral analysis of the classical one-dimensional stationary Schrodinger operator. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 144, No. 2, pp. 423–432, August, 2005. An erratum to this article is available at .     

Killed Random Processes and Heat Kernels [Erratum]

In J. Villarroel “Killed random processes and heat kernels” (Vol. 144, No. 2, August, 2005) on page 1238, the sentence before (2) should be: “We suppose that given that ( took a value x and hence has not yet been killed), the probability of being killed at any time t + h > t is O(h) ....” On page 1239, the expression for ζ(t; p|x′) after Eq. (6) should be:

Reciprocal Class of Jump Processes

Processes having the same bridges as a given reference Markov process constitute its reciprocal class. In this paper we study the reciprocal class of compound Poisson processes whose jumps belong to a finite set \(\mathcal {A}\subset \mathbb {R}^{d}\). We propose a characterization of the reciprocal class as the unique set of probability measures on which a family of time and space transformations induces the same density, expressed in terms of the reciprocal invariants. The geometry of \(\mathcal {A}\) plays a crucial role in the design of the transformations, and we use tools from discrete geometry to obtain an optimal characterization. We deduce explicit conditions for two Markov jump processes to belong to the same class. Finally, we provide a natural interpretation of the invariants as short-time asymptotics for the probability that the reference process makes a cycle around its current state.     

Heat Kernel Upper Estimates for Symmetric Jump Processes with Small Jumps of High Intensity

We consider the following non-local operator

Global Heat Kernel Estimates for Relativistic Stable Processes in Half-space-like Open Sets

In this paper, by using probabilistic methods, we establish sharp two-sided large time estimates for the transition densities of relativistic α-stable processes with mass m ∈ (0, 1] (i.e., for the Dirichlet heat kernels of m − (m ^2/α  − Δ) ^α/2 with m ∈ (0, 1]) in half-space-like C ^{1, 1} open sets. The estimates are uniform in m in the sense that the constants are independent of m ∈ (0, 1]. Combining with the sharp two-sided small time estimates, established in Chen et al. (Ann Probab, 2011), valid for all C ^{1, 1} open sets, we have now sharp two-sided estimates for the transition densities of relativistic α-stable processes with mass m ∈ (0, 1] in half-space-like C ^{1, 1} open sets for all times. Integrating the heat kernel estimates with respect to the time variable, one can recover the sharp two-sided Green function estimates for relativistic α-stable processes with mass m ∈ (0, 1] in half-space-like C ^{1, 1} open sets established recently in Chen et al. (Stoch Process their Appl, 2011).     

球面上热核的渐近展开

具体计算了球面Ｓｎ（１）（ｎ２）上热核的渐近展开式中前五项的系数，而根据已有的公式只能算出前四项．最后给出了展开式一般项的递推公式，发现它与Ｂｅｒｎｏｕｌｉ数有未曾想到的联系．根据不变量理论，我们可以确定任意ｎ维紧致无边Ｒｉｅｍａｎｎ流形上热核的渐近展开式中第五项的系数．     

On the Smoothing Property of Multigrid Methods in the Non-symmetric Case

In this paper we present an extension of Reusken's Lemma about the smoothing property of a multigrid method for solving non-symmetric linear systems of equations. One of the consequences of this extended lemma is the verification of the smoothing property for all damping factors oϵ(0, 1). Additionally, a semi-iterative smoother is constructed which gives, in some sense, optimal smoothing rate estimates.     

Markov Chain Approximation of Pure Jump Processes

We prove the weighted endpoint estimates for some multilinear operators related to certain singular integral operators on some Hardy and Herz type Hardy spaces.     

The Heat Kernels of the Real Second Classical Domains

L3t[1]istherealsecondclassicaldomains.ThemapdefinedbyW~(I T)--'(I--T)carriesRillontotheunboundeddomainWhichisinvariantfinderthelineartransformationW=ATA',whereAisannxnupertrianglarmatrixwithpositivediagonalelements.SuchtransformationsformaLiegroupRill(n),whichisequivalenttoRillunderthemapdefinedbyW=AA'.TheAiscalledthehoro-hypercirclecoordinateofRRII.Itiswell-knownthatinRillthereisanillvariantmetricdsZ=tr[(I--KW)--'dW]'.InRHI,,whichisequaltothemetricdsZ=fir[(W--'dW)'].Inthehoro-h…     

The Subelliptic Heat Kernels of the Quaternionic Hopf Fibration

The main goal of this work is to study the sub-Laplacian of the unit sphere which is obtained by lifting with respect to the Hopf fibration the Laplacian of the quaternionic projective space. We obtain in particular explicit formulas for its heat kernel and deduce an expression for the Green function of the conformal sub-Laplacian and small-time asymptotics. As a byproduct of our study we also obtain several results related to the sub-Laplacian of a projected Hopf fibration.     

一般状态空间跳过程的Harris常返

研究了一般状态空间跳过程的Harris常返,利用马氏性,得到了跳过程Harris常返的几个等价条件.     

Heat Content for Stable Processes in Domains of $$\mathbb {R}^d$$

This paper studies the small time behavior of the heat content for rotationally invariant \(\alpha \)-stable processes, \(0<\alpha \le 2\), in domains of \(\mathbb {R}^d\). Unlike the asymptotics for the heat trace, the behavior of the heat content differs depending on the range of \(\alpha \) according to \(0<\alpha <1\), \(\alpha =1\) and \(1<\alpha \le 2\).     

Large Gaps in the Range of Stable Processes

An integral test is given to determine when the probability is 1 or 0 for the range of a stable process to miss infinitely many intervals of the form (x, x + h(x)} for large x where h is a nonnegative nondecreasing function.     

Estimates of Heat Kernels with Neumann Boundary Conditions

In this paper, we obtain two-sided estimates on the heat kernels for elliptic operators with singular coefficients equipped with mixed boundary conditions.     

一般状态空间跳过程的正则性

给出了一般状态空间正则跳过程的定义,通过跳过程的比较定理,证明了一般状态空间跳过程正则性的两个等价条件:矩条件和漂移条件.     

跳过程ρ最优耦合算子的存在性

本文在适当的条件下，证明了一般状态跳过程ρ最优耦合算子的存在性．     

Existence of Optimal Controls for Partially Observed Jump Processes

A partially observable control problem for an R ^d -valued jump process with counting observations is studied. The state and the observations may be strongly dependent and, in particular, the two processes may jump together. An equivalent separated problem is introduced and the existence of an optimal control for the separated problem is obtained in the class of relaxed and generalized controls. Equivalence between the initial problem and the relaxed generalized separated control problem is discussed.     

Potential Theory of Geometric Stable Processes

In this paper we study the potential theory of symmetric geometric stable processes by realizing them as subordinate Brownian motions with geometric stable subordinators. More precisely, we establish the asymptotic behaviors of the Green function and the Lévy density of symmetric geometric stable processes. The asymptotics of these functions near zero exhibit features that are very different from the ones for stable processes. The Green function behaves near zero as 1/(|x|^d log ²|x|), while the Lévy density behaves like 1/|x|^d. We also study the asymptotic behaviors of the Green function and Lévy density of subordinate Brownian motions with iterated geometric stable subordinators. As an application, we establish estimates on the capacity of small balls for these processes, as well as mean exit time estimates from small balls and a Harnack inequality for these processes. The research of this author is supported in part by MZT grant 0037118 of the Republic of Croatia and in part by a joint US-Croatia grant INT 0302167. The research of this author is supported in part by a joint US-Croatia grant INT 0302167. The research of this author is supported in part by MZT grant 0037107 of the Republic of Croatia and in part by a joint US-Croatia grant INT 0302167.