Abstract
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.
Original language | English |
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Pages (from-to) | 113-143 |
Number of pages | 31 |
Journal | Acta Applicandae Mathematicae |
Volume | 146 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Dec 2016 |
Externally published | Yes |
Keywords
- Dirichlet heat kernel
- Exit time
- Lévy process
- Lévy system
- Survival probability
- Symmetric Lévy process
- Transition density