Global Dirichlet Heat Kernel Estimates for Symmetric Lévy Processes in Half-Space

Zhen Qing Chen, Panki Kim*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

10 Citations (Scopus)

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 languageEnglish
Pages (from-to)113-143
Number of pages31
JournalActa Applicandae Mathematicae
Volume146
Issue number1
DOIs
Publication statusPublished - 1 Dec 2016
Externally publishedYes

Keywords

  • Dirichlet heat kernel
  • Exit time
  • Lévy process
  • Lévy system
  • Survival probability
  • Symmetric Lévy process
  • Transition density

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