Tadeusz Kulczycki, Michal Ryznar
Under some mild assumptions on the Levy measure and the symbol we obtain gradient estimates of Dirichlet heat kernels for pure-jump isotropic unimodal Levy processes in $R^d$.
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We estimate the heat kernel of the smooth open set for the isotropic unimodal pure-jump Lévy process with infinite Lévy measure and weakly scaling Lévy-Kchintchine exponent.
We construct superharmonic functions and give sharp bounds for the expected exit time and probability of survival for isotropic unimodal Lévy processes
We prove that the Green function of a generator of isotropic unimodal Lévy processes with the weak lower scaling order bigger than one and the Green function of its gradient perturbations are comparable for bounded smooth open sets if the drift function is from an appropriate Kato class.
We prove that the Green function of a generator of symmetric unimodal Lévy processes with the weak lower scaling order bigger than one and the Green function of its gradient perturbations are comparable for bounded $C^{1,1}$ subsets of the real line if the drift function is from an appropriate Kato class.
In the first part of this article, we prove two-sided estimates of hitting probabilities of balls, the potential kernel and the Green function for a ball for general isotropic unimodal Lévy processes. Our bounds are sharp under the absence of the Gaussian component and a mild regularity condition on the density of the Lévy measure: its radial profile needs to satisfy a scaling-type condition, which is equivalent to $O$-regular variation at zero and at infinity with lower indices greater than $-d - 2$. We also prove a supremum estimate and a regularity result for functions harmonic with respect…
We prove universality of the Yaglom limit of Lipschitz cones among all unimodal Lévy processes sufficiently close to the isotropic $α$-stable Lévy process.
We show that the second term in the asymptotic expansion as t approaches 0 of the trace of the Dirichlet heat kernel on Lipschitz domains for unimodal Lévy processes, satisfying some weak scaling conditions, is given by the surface area of the boundary of the domain. This brings the asymptotics for the trace of unimodal Lévy processes in domains of Euclidean space on par with those of symmetric stable processes as far as boundary smoothness is concerned.
We will prove that: (1) A symmetric free Lévy process is unimodal if and only if its free Lévy measure is unimodal; (2) Every free Lévy process with boundedly supported Lévy measure is unimodal in sufficiently large time. (2) is completely different property from classical Lévy processes. On the other hand, we find a free Lévy process such that its marginal distribution is not unimodal for any time $s>0$ and its free Lévy measure does not have a bounded support. Therefore, we conclude that the boundedness of the support of free Lévy measure in (2) cannot be dropped. For the proof we will (almo…
We give two-term small-time approximation for the trace of the Dirichlet heat kernel of bounded smooth domain for unimodal Lévy processes satisfying the weak scaling conditions.
In this paper, we study transition density functions for pure jump unimodal Lévy processes killed upon leaving an open set $D$. Under some mild assumptions on the Lévy density, we establish two-sided Dirichlet heat kernel estimates when the open set $D$ is $C^{1, 1}$. Our result covers the case that the Lévy densities of unimodal Lévy processes are regularly varying functions whose indices are equal to the Euclidean dimension. This is the first results on two-sided Dirichlet heat kernel estimates for Lévy processes such that the weak lower scaling index of the Lévy densities is not necessarily…
We prove the scale invariant Harnack inequality and regularity properties for harmonic functions with respect to an isotropic unimodal Lévy process with the characteristic exponent $ψ$ satisfying some scaling condition. We show sharp estimates of the potential measure and capacity of balls, and further, under the assumption of that $ψ$ satisfies the lower scaling condition, sharp estimates of the potential kernel of the underlying process. This allow us to establish the Krylov-Safonov type estimate, which is the key ingredient in the approach of Bass and Levin, that we follow.
Counterexamples to elliptic Harnack inequality for isotropic unimodal Lévy processes
本文否定了所有从属Brown运动均满足椭圆Harnack不等式（EHI）的猜想，通过证明满足特定跳跃核与首次出球位置分布准则的各向同性单峰Lévy过程不满足EHI，并验证了多个具体SBM反例。
We prove gradient estimates for harmonic functions with respect to a $d$-dimensional unimodal pure-jump Levy process under some mild assumptions on the density of its Levy measure. These assumptions allow for a construction of an unimodal Levy process in $\R^{d+2}$ with the same characteristic exponent as the original process. The relationship between the two processes provides a fruitful source of gradient estimates of transition densities. We also construct another process called a difference process which is very useful in the analysis of differential properties of harmonic functions.
In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels of a large class of symmetric (but not necessarily rotationally symmetric) Lévy processes on half spaces for all $t>0$. These Lévy processes may or may not have Gaussian component. When Lévy density is comparable to a decreasing function with damping exponent $β$,our estimate is explicit in terms of the distance to the boundary, the Lévy exponent and the damping exponent $β$ of Lévy density.
Dirichlet heat kernel estimates for isotropic Levy processes with Gaussian components in Lipschitz open sets
针对含高斯分量的不连续各向同性Levy过程，研究其在Lipschitz开集中的Dirichlet热核估计，给出双侧界及Varopoulos型估计成立的充要条件。
In this paper, we consider a large class of purely discontinuous rotationally symmetric Levy processes. We establish sharp two-sided estimates for the transition densities of such processes killed upon leaving an open set D. When D is a κ-fat open set, the sharp two-sided estimates are given in terms of surviving probabilities and the global transition density of the Levy process. When D is a C^{1, 1} open set and the Levy exponent of the process is given by Ψ(ξ)= ϕ(|ξ|^2) with ϕbeing a complete Bernstein function satisfying a mild growth condition at infinity, our two-sided estimates are expl…
Let $U$ be an open set of $\mathbb{R}^n$, $m$ a positive Radon measure on $U$ such that ${\rm supp}[m]=U$, and $(P_t)_{t>0}$ a strongly continuous contraction sub-Markovian semigroup on $L^2(U;m)$. We investigate the structure of $(P_t)_{t>0}$. (i) Denote respectively by $(A,D(A))$ and $(\hat A,D(\hat A))$ the generator and the co-generator of $(P_t)_{t>0}$. Under the assumption that $C^{\infty}_0(U)\subset D(A)\cap D(\hat A)$, we give an explicit Lévy-Khintchine type representation of $A$ on $C^{\infty}_0(U)$. (ii) If $(P_t)_{t>0}$ is an analytic semigroup and hence is associated with a semi-…
We show that the hitting times for points of real $α-$stable Lévy processes ($1<α\le 2$) are unimodal random variables. The argument relies on strong unimodality and several recent multiplicative identities in law. In the symmetric case we use a factorization of Yano et al., whereas in the completely asymmetric case we apply an identity of the second author. The method extends to the general case thanks to a fractional moment evaluation due to Kuznetsov et al.
Let $k:E\times E\to [0,\infty)$ be a non-negative measurable function on some locally compact separable metric space $E$. We provide some simple conditions such that the quadratic form with jump kernel $k$ becomes a regular lower bounded (non-local, non-symmetric) semi-Dirichlet form. If $E=\R^n$ we identify the generator of the semi-Dirichlet form and its (formal) adjoint. In particular, we obtain a closed expression of the adjoint of the stable-like generator $-(-Δ)^{α(x)}$ in the sense of Bass. Our results complement a recent paper by Fukushima and Uemura (2012) and establishes the relation…
Let $X$ be a symmetric, pure jump, unimodal Levy process in $\mathbb{R}$ with an infinite Levy measure. We prove that for any fixed $t > 0$ the survival probability $P^x(τ_{(-a,a)} > t)$ is nondecreasing on $(-a,0]$, nonincreasing on $[0,a)$ and concave on $(-a/2,a/2)$, where $a > 0$ and $τ_{(-a,a)}$ is the first exit time of the process $X$ from $(-a,a)$. We also show a similar statement for sets $(-a,a) \times F \subset \mathbb{R}^d$.
We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal estimates we assume that the characteristic function of a Levy (type) process is analytic, which allows to apply the complex analysis technique.
We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. First, we provide results that give upper estimates in a situation when the corresponding jump measure is allowed to be highly non-symmetric. Further, we prove upper estimates of the density and its derivatives if the jump measure compares with an isotropic unimodal measure and the characteristic exponent satisfies certain scaling condition. Lower estimates are discussed in view of a recent development in that direction, and in such a way to complement upper estimates. We apply all …
Let us suppose that we have a right continuous Markov semigroup on $R^d$, $d\ge 1$, such that its potential kernel is given by convolution with a function $G_0=g(|\cdot|)$, where $g$ is decreasing, has a mild lower decay property at zero, and a very weak decay property at infinity. This captures not only the Brownian semigroup (classical potential theory) and isotropic $α$-stable semigroups (Riesz potentials), but also more general isotropic Lévy processes, where the characteristic function has a certain lower scaling property, and various geometric stable processes. There always exists a corr…
We present a new approach to absolute continuity of laws of Poisson functionals. The theoretical framework is that of local Dirichlet forms as a tool to study probability spaces. The method gives rise to a new explicit calculus that we show first on some simple examples : it consists in adding a particle and taking it back after computing the gradient. Then we apply it to SDE's driven by Poisson measure.
An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different Dirichlet means. Here we introduce two distributional operations, which consist of multiplying a mean functional by an independent beta random variable and an operation involving an exponential change of measure. These operations identify relationships between different means and their densities. This allows one to use the often considerable analytic work to obtai…
This paper is concerned with a class of singular stable-like Dirichlet forms on $\R^d$, which are generated by $d$ independent copies of a one-dimensional symmetric $α$-stable process, and whose Lévy jump kernel measure is concentrated on the union of the coordinate axes. Explicit and sharp criteria for Poincaré inequality, super Poincaré inequality and weak Poincaré inequality of such singular Dirichlet forms are presented. When the reference measure is a product measure on $\R^d$, we also consider the entropy inequality for the associated Dirichlet forms, which is similar to the log-Sobolev …
We consider a large class of symmetric pure jump Markov processes dominated by isotropic unimodal Lévy processes with weak scaling conditions. First, we establish sharp two-sided heat kernel estimates for these processes in $C^{1,1}$ open sets. As corollaries of our main results, we obtain sharp two-sided Green function estimates and a scale invariant boundary Harnack inequality with explicit decay rates in $C^{1,1}$ open sets.
We prove the asymptotic formulas for the transition densities of isotropic unimodal convolution semigroups of probability measures on $\mathbb{R} ^d$ under the assumption that its Lévy--Khintchine exponent varies slowly. We also derive some new estimates of the transition densities and Green functions.
We give sufficient conditions for Mosco convergences for the following three cases: symmetric locally uniformly elliptic diffusions, symmetric Lévy processes, and symmetric jump processes in terms of the $L^1(\mathbb R;dx)$-local convergence of the (elliptic) coefficients, the characteristic exponents and the jump density functions,respectively. We stress that the global path properties of the corresponding Markov processes such as recurrence/transience, and conservativeness/explosion are not preserved under Mosco convergences and we give several examples where such situations indeed happen.
For $d\geq 1$ and $0<β<α<2$, consider a family of pseudo differential operators $\{Δ^α + a^βΔ^{β/2}; a \in [0, 1]\}$ that evolves continuously from $Δ^{α/2}$ to $ Δ^{α/2}+ Δ^{β/2}$. It gives arise to a family of Lévy processes \{$X^a, a\in [0, 1]\}$, where each $X^a$ is the sum of independent a symmetric $α$-stable process and a symmetric $β$-stable process with weight $a$. For any $C^{1,1}$ open set $D$, we establish explicit sharp two-sided estimates (uniform in $a\in [0,1]$) for the transition density function of the subprocess $X^{a, D}$ of $X^a$ killed upon leaving the open set $D$. The i…
We obtain the boundedness in $L^p$ spaces for all $1<p<\infty$ of the so-called vertical Littlewood--Paley functions for non-local Dirichlet forms in the metric measure space under some mild assumptions. For $1<p\le 2$, the pseudo-gradient is introduced to overcome the difficulty that chain rules are not available for non-local operators, and then the Mosco convergence is used to pave the way from the finite jumping kernel case to the general case, while for $2\le p<\infty$, the Burkholder--Davis--Gundy inequality is effectively applied. The former method is analytic and the latter one is prob…
Littlewood--Paley estimates for pure-jump Dirichlet forms
本文利用Hardy--Stein恒等式的最新推广和Revuz对应理论，将Littlewood--Paley估计推广到一般纯跳Dirichlet型，放宽了假设条件，并通过反例纠正了先前工作中的错误。
We construct a pair of related diffusions on a space of interval partitions of the unit interval $[0,1]$ that are stationary with the Poisson-Dirichlet laws with parameters (1/2,0) and (1/2,1/2) respectively. These are two particular cases of a general construction of such processes obtained by decorating the jumps of a spectrally positive Lévy process with independent squared Bessel excursions. The processes of ranked interval lengths of our partitions are members of a two parameter family of diffusions introduced by Ethier and Kurtz (1981) and Petrov (2009). The latter diffusions are continu…
Non-symmetric stable processes: Dirichlet heat kernel, Martin kernel and Yaglom limit
研究非对称稳定过程的Dirichlet热核估计，进而证明任意κ-胖锥的Yaglom极限存在，并给出生存概率的渐近行为。
Dirichlet Heat kernel estimates for a large class of anisotropic Markov processes
本文针对一类由独立一维Lévy过程构建的各向异性马尔可夫过程，在正则条件下建立了$C^{1,1}$开集中的尖锐双边狄利克雷热核估计，并推导了格林函数估计。
We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(α,0)$ and $(α,α)$. The construction has two steps. The first is a general construction of interval partition processes obtained previously, by decorating the jumps of a Lévy process with independent excursions. Here, we focus on the second step, which requires explicit transition kernels and what we call pseudo-stationarity. This allows us to study processes obtained from the original construction via scaling and time-change. In a sequel paper, we…
We study pairs of Dirichlet forms related by an intertwining order isomorphisms between the associated $L^2$-spaces. We consider the measurable, the topological and the geometric setting respectively. In the measurable setting, we deal with arbitrary (irreducible) Dirichlet forms and show that any intertwining order isomorphism is necessarily unitary (up to a constant). In the topological setting we deal with quasi-regular forms and show that any intertwining order isomorphism induces a quasi-homeomorphism between the underlying spaces. In the geometric setting we deal with both regular Dirich…
Strongly continuous semigroups of unital completely positive maps (i.e. quantum Markov semigroups or quantum dynamical semigroups) on compact quantum groups are studied. We show that quantum Markov semigroups on the universal or reduced C${}^*$-algebra of a compact quantum group which are translation invariant (w.r.t. to the coproduct) are in one-to-one correspondence with Lévy processes on its $*$-Hopf algebra. We use the theory of Lévy processes on involutive bialgebras to characterize symmetry properties of the associated quantum Markov semigroup. It turns out that the quantum Markov semigr…
In this paper, we study estimates on tail probabilities $\mathbb{P}(S_r \ge t)$ of several classes of subordinators under mild assumptions on the tail of its Lévy measure. As an application of that result, we obtain two-sided estimates for fundamental solutions of general homogeneous time fraction equations including those with Dirichlet boundary conditions.
This article discusses the usage of a partiton based Fubini calculus for Poisson processes. The approach is an amplification of Bayesian techniques developed in Lo and Weng for gamma/Dirichlet processes. Applications to models are considered which all fall within an inhomogeneous spatial extension of the size biased framework used in Perman, Pitman and Yor. Among some of the results; an explicit partition based calculus is then developed for such models, which also includes a series of important exponential change of measure formula. These results are applied to obtain results for Levy-Cox mod…
We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of Lévy processes or solutions of stochastic differential equations with jumps. As in the Wiener case the Dirichlet form approach weakens significantly theregularity assumptions. The main novelty is an explicit formula for the gradient or for the "carré du champ' on the Poisson space called the lent particle formula because based on adding a new particle to the system, computing the derivative …
Let $(\E,\F)$ be a symmetric non-local Dirichlet from with unbounded coefficient on $L^2(\R^d;\d x)$ defined by $$\E(f,g)=\iint_{\R^d\times \R^d} (f(y)-f(x))(g(x)-g(y)){W(x,y)}\, J(x,\d y)\,\d x, \quad f,g\in \F,$$ where $J(x,\d y)$ is regarded as the jumping kernel for a pure-jump symmetric Lévy-type process with bounded coefficients, and $W(x,y)$ is seen as a weighted (unbounded) function. We establish sharp criteria for compactness and non-compactness of the associated Markovian semigroup $(P_t)_{t\ge0}$ on $L^2(\R^d;\d x)$. In particular, we prove that if $J(x,\d y)=|x-y|^{-d-α}\,\d y$ wit…
Time change is one of the most basic and very useful transformations for Markov processes. The time changed process can also be regarded as the trace of the original process on the support of the Revuz measure used in the time change. In this paper we give a complete characterization of time changed processes of an arbitrary symmetric Markov process, in terms of the Beurling--Deny decomposition of their associated Dirichlet forms and of Feller measures of the process. In particular, we determine the jumping and killing measure (or, equivalently, the Lévy system) for the time-changed process. W…
Motivated by some recent potential theoretic results on subordinate killed Lévy processes in open subsets of the Euclidean space, we study processes in an open set $D\subset {\mathbb R}^d$ defined via Dirichlet forms with jump kernels of the form $J^D(x,y)=j(|x-y|)\mathcal{B}(x,y)$ and critical killing functions. Here $j(|x-y|)$ is the Lévy density of an isotropic stable process (or more generally, a pure jump isotropic unimodal Lévy process) in $\mathbb{R}^d$. The main novelty is that the term $\mathcal{B}(x,y)$ tends to 0 when $x$ or $y$ approach the boundary of $D$. Under some general assum…
We consider a family of pseudo differential operators $\{Δ+ a^αΔ^{α/2}; a\in (0, 1]\}$ on $\bR^d$ for every $d\geq 1$ that evolves continuously from $Δ$ to $Δ+ Δ^{α/2}$, where $α\in (0, 2)$. It gives rise to a family of Lévy processes $\{X^a, a\in (0, 1]\}$ in $\bR^d$, where $X^a$ is the sum of a Brownian motion and an independent symmetric $α$-stable process with weight $a$. We establish sharp two-sided estimates for the heat kernel of $Δ+ a^α Δ^{α/2}$ with zero exterior condition in a family of open subsets, including bounded $C^{1, 1}$ (possibly disconnected) open sets. This heat kernel is …
Critical spectral behavior and large deviations for geometric $α$-stable processes
研究几何稳定过程的Schrödinger型算子谱函数可微性，通过扩展Dirichlet空间的紧嵌入克服超压缩性缺失，并应用于光滑测度正连续加性泛函的大偏差原理。
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