Non-local dirichlet forms and symmetric jump processes

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Abstract

We consider the non-local symmetric Dirichlet form (ℰ,F) given by ℰ(f, f) = (f(γ)-f(x))2J(x, γ) dx dγ with F the closure with respect to ℰ1 of the set of C1 functions on ℝd with compact support, where ℰ1(f, f):= ℰ(f, f)+fd(x)2dx, and where the jump kernel J satisfies κ1|γ-x|-d-a ≤ J(x, γ) ≤ κ2|γ-x|-d-β for 0 α ≤ β ≤ 2, |x-γ| ≤ 1. This assumption allows the corresponding jump process to have jump intensities whose sizes depend on the position of the process and the direction of the jump. We prove upper and lower estimates on the heat kernel. We construct a strong Markov process corresponding to (ℰ,F). We prove a parabolic Harnack inequality for non-negative functions that solve the heat equation with respect to ℰ. Finally we construct an example where the corresponding harmonic functions need not be continuous.

Original languageEnglish
Pages (from-to)1963-1999
Number of pages37
JournalTransactions of the American Mathematical Society
Volume361
Issue number4
DOIs
Publication statusPublished - Apr 2009
Externally publishedYes

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