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Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in C1,η open sets

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  • Kim, Kyung-Youn
  • Kim, Panki

Abstract

In this paper, we study sharp Dirichlet heat kernel estimates for a large class of symmetric Markov processes in C1,η open sets. The processes are symmetric pure jump Markov processes with jumping intensity κ(x,y)ψ1(|x−y|)−1|x−y|−d−α, where α∈(0,2). Here, ψ1 is an increasing function on [0,∞), with ψ1(r)=1 on 01 for β∈[0,∞], and κ(x,y) is a symmetric function confined between two positive constants, with |κ(x,y)−κ(x,x)|≤c5|x−y|ρ for |x−y|<1 and ρ>α/2. We establish two-sided estimates for the transition densities of such processes in C1,η open sets when η∈(α/2,1]. In particular, our result includes (relativistic) symmetric stable processes and finite-range stable processes in C1,η open sets when η∈(α/2,1].

Suggested Citation

  • Kim, Kyung-Youn & Kim, Panki, 2014. "Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in C1,η open sets," Stochastic Processes and their Applications, Elsevier, vol. 124(9), pages 3055-3083.
  • Handle: RePEc:eee:spapps:v:124:y:2014:i:9:p:3055-3083
    DOI: 10.1016/j.spa.2014.04.004
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    References listed on IDEAS

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    1. Kim, Panki & Song, Renming & Vondraček, Zoran, 2014. "Global uniform boundary Harnack principle with explicit decay rate and its application," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 235-267.
    2. Sztonyk, Pawel, 2011. "Transition density estimates for jump Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 121(6), pages 1245-1265, June.
    3. Andrew Matacz, 2000. "Financial Modeling And Option Theory With The Truncated Levy Process," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 143-160.
    4. Kim, Panki & Song, Renming & Vondracek, Zoran, 2009. "Boundary Harnack principle for subordinate Brownian motions," Stochastic Processes and their Applications, Elsevier, vol. 119(5), pages 1601-1631, May.
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    Cited by:

    1. Grzywny, Tomasz & Kim, Kyung-Youn & Kim, Panki, 2020. "Estimates of Dirichlet heat kernel for symmetric Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 130(1), pages 431-470.

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