×

Heat kernel upper estimates for symmetric jump processes with small jumps of high intensity. (English) Zbl 1239.60077

Starting with a (non-local) operator \[ \mathcal{A}f(x) = \lim_{\varepsilon\to 0} \int_{\{y\in {\mathbb{R}}^d : |x-y|>\varepsilon\}} (f(y)-f(x))n(x,y)\,dh \] where \[ n(x,y) \asymp \frac{1}{|x-y|^{d+2}\left(\ln\frac{2}{|x-y|}\right)^{1+\beta}} \] (for \(|x-y| \leq 1 \) and \(\beta \in (0,1]\)), the author proves an upper estimate for the transition density of the associated symmetric Markov jump process: \[ p(t, x , y) \leq C \min \left \{t^ {-d /2} \left ( \ln \frac{2}{t}\right )^ {\beta d / 2} , \frac{t}{|x-y|^{d+2} \left (\ln \frac{2}{|x-y|}\right )^ {\beta }} \right \} \] During the proof, examples of Lévy processes with generator of the type above are investigated.

MSC:

60J35 Transition functions, generators and resolvents
60J75 Jump processes (MSC2010)
60G51 Processes with independent increments; Lévy processes
Full Text: DOI

References:

[1] Barlow, M.T., Bass, R.F., Chen, Z.-Q., Kassmann, M.: Non-local Dirichlet forms and symmetric jump processes. Trans. Am. Math. Soc. 361, 1963–1999 (2009) · Zbl 1166.60045 · doi:10.1090/S0002-9947-08-04544-3
[2] Barlow, M.T., Grigor’yan, A., Kumagai, T.: Heat kernel upper bounds for jump processes and the first exit time. J. Für Reine und Angewandte Mathematik 626, 135–157 (2009) · Zbl 1158.60039
[3] Bass, R.F., Levin, D.: Transition probabilities for symmetric jump processes. Trans. Am. Math. Soc. 354, 2933–2953 (2002) · Zbl 0993.60070 · doi:10.1090/S0002-9947-02-02998-7
[4] Bendikov, A., Coulhon, T., Saloff-Coste, L.: Ultracontractivity and embedding into l Math. Ann. 337, 817–853 (2007) · Zbl 1132.47031 · doi:10.1007/s00208-006-0057-z
[5] Bendikov, A., Maheux, P.: Nash type inequalities for fractional powers of non-negative self-adjoint operators. Trans. Am. Math. Soc. 357, 3085–3097 (2007) · Zbl 1122.47014 · doi:10.1090/S0002-9947-07-04020-2
[6] Bertoin, J.: Lévy Processes. Cambridge University Press, Cambridge (1996) · Zbl 0861.60003
[7] Bingham, N.H., Goldie, C.M., Teugels, J.L.: Regular Variation. Cambridge University Press, Cambridge (1987) · Zbl 0617.26001
[8] Bouleau, N., Hirsch, F.: Dirichlet Forms and Analysis on Wiener Space. Walter de Gruyter, Berlin (1991) · Zbl 0748.60046
[9] Carlen, E.A., Kusuoka, S., Stroock, D.W.: Upper bounds for symmetric Markov transition functions. Ann. Inst. Henri Poincaré-Probab. Stat. 23, 245–287 (1987) · Zbl 0634.60066
[10] Chen, Z.-Q., Kim, P., Kumagai, T.: Weighted Poincaré inequality and heat kernel estimates for finite range jump processes. Math. Ann. 342, 833–883 (2008) · Zbl 1156.60069 · doi:10.1007/s00208-008-0258-8
[11] Chen, Z.-Q., Kumagai, T.: Heat kernel estimates for stable-like processes on d-sets. Stoch. Process. Appl. 108(1), 27–62 (2003) · Zbl 1075.60556 · doi:10.1016/S0304-4149(03)00105-4
[12] Chen, Z.-Q., Kumagai, T.: Heat kernel estimates for jump processes of mixed types on metric measure spaces. Probab. Theory Relat. Fields 140, 277–317 (2008) · Zbl 1131.60076 · doi:10.1007/s00440-007-0070-5
[13] Coulhon, T.: Ultracontractivity and Nash type inequalities. J. Funct. Anal. 141, 510–539 (1996) · Zbl 0887.58009 · doi:10.1006/jfan.1996.0140
[14] Davies, E.B.: Explicit constants for Gaussian upper bounds on heat kernels. Am. J. Math. 109, 319–333 (1987) · Zbl 0659.35009 · doi:10.2307/2374577
[15] Davies, E.B.: Heat Kernels and Spectral Theory. Cambridge University Press, Cambridge (1989) · Zbl 0699.35006
[16] Fukushima, M., Oshima, Y., Takeda, M.: Dirichlet Forms and Symmetric Markov Processes. Walter de Gruyter, Berlin (1994) · Zbl 0838.31001
[17] Kim, P., Song, R., Vondraček, Z.: Potential theory for subordinate Brownian motions revisited. arXiv:1102.1369 (2011, preprint)
[18] Knopova, V., Schilling, R.L.: Transition density estimates for a class of Lévy and Lévy-type processes. J. Theor. Probab. (2010) doi: 10.1007/s10959-010-0300-0
[19] Meyer, P.-A.: Renaissance, recollements, mélanges, ralentissement de processus de Markov. Ann. Inst. Fourier 25, 464–497 (1975) · Zbl 0304.60041
[20] Sato, K.-I.: Lévy Processes and Infinitely Divisible Distributions. Cambridge University Press, Cambridge (1999)
[21] Schilling, R.L., Song, R., Vondraček, Z.: Bernstein Functions: Theory and Applications. Walter de Gruyter, Berlin (2010)
[22] Šikić, H., Song, R., Vondraček, Z.: Potential theory of geometric stable processes. Probab. Theory Relat. Fields 135, 547–575 (2006) · Zbl 1099.60051 · doi:10.1007/s00440-005-0470-3
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.