In this paper, we consider the following type of non-local
(pseudo-differential) operators $\LL $ on $\R^d$:
$$
\LL u(x) =\frac12 \sum_{i, j=1}^d \frac{\partial}{\partial x_i} (a_{ij}(x) \frac{\partial}{\partial x_j}) +
\lim_{\eps \downarrow 0} \int_{\{y\in \R^d: |y-x|>\eps\}}
(u(y)-u(x)) J(x, y) dy,
$$ where $A(x)=(a_{ij}(x))_{1\leq i, j\leq d}$ is a measurable $d\times d$ matrix-valued function on $\R^d$ that is uniform elliptic and bounded and $J$ is a symmetric measurable non-trivial non-negative kernel on $\R^d\times \R^d$ satisfying certain conditions. Corresponding to $\LL$ is a symmetric strong Markov process $X$ on $\R^d$ that has both the diffusion component and pure jump component. We establish a priori Hölder estimate for bounded parabolic functions of $\LL$ and parabolic Harnack principle for positive parabolic functions of $\LL$. Moreover, two-sided sharp heat kernel estimates are derived for such operator $\LL$ and jump-diffusion $X$. In particular, our results apply to the mixture of symmetric diffusion of uniformly elliptic divergence form operator and mixed stable-like processes on $\R^d$. To establish these results, we employ methods from both probability theory and analysis.
Harnack estimates for nondivergence kinetic equations
School of Mathematics and Statistics, Beijing Institute of Technology（北京理工大学数学与统计学院）；Faculty of Computational Mathematics and Cybernetics, Shenzhen MSU-BIT University（深圳北理莫斯科大学计算数学与泛函分析学院）
