期刊
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
卷 124, 期 9, 页码 3055-3083出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spa.2014.04.004
关键词
Dirichlet form; Jump process; Jumping kernel; Markov process; Heat kernel; Dirichlet heat kernel; Transition density; Levy system
资金
- National Research Foundation of Korea (NRF) - Korean government (MSIP) [2009-0083521]
- National Research Foundation of Korea (NRF) - Korea government (MEST) [NRF-2013R1A2A2A01004822]
In this paper, we study sharp Dirichlet heat kernel estimates for a large class of symmetric Markov processes in C1,n open sets. The processes are symmetric pure jump Markov processes with jumping intensity K (x, Y)1fri. (Ix Y 1)-1 lx Y d cg, where a E (0, 2). Here, Vri is an increasing function on [0, oo), with *I (r) = 1 on 0 < r < 1 and c1ec2rfi < (r) < c3ec4rfi on r > 1 for,8 E [0, oo], and K (x, y) is a symmetric function confined between two positive constants, with 1K (x, y) tc(x, x) I < C5 lx y IP for Ix y I < 1 and p > a/2. We establish two-sided estimates for the transition densities of such processes in C1'17 open sets when n E (a/2, 1]. In particular, our result includes (relativistic) symmetric stable processes and finite-range stable processes in C101 open sets when ri E (a/2, 1]. (C) 2014 Elsevier B.V. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据