Abstract
In this paper, by using probabilistic methods, we establish sharp two-sided large time estimates for the transition densities of relativistic α-stable processes with mass m ∈ (0, 1] (i. e., for the Dirichlet heat kernels of m - (m 2/α - Δ) α/2 with m ∈ (0, 1]) in half-space-like C 1, 1 open sets. The estimates are uniform in m in the sense that the constants are independent of m ∈ (0, 1]. Combining with the sharp two-sided small time estimates, established in Chen et al. (Ann Probab, 2011), valid for all C 1, 1 open sets, we have now sharp two-sided estimates for the transition densities of relativistic α-stable processes with mass m ∈ (0, 1] in half-space-like C 1, 1 open sets for all times. Integrating the heat kernel estimates with respect to the time variable, one can recover the sharp two-sided Green function estimates for relativistic α-stable processes with mass m ∈ (0, 1] in half-space-like C 1, 1 open sets established recently in Chen et al. (Stoch Process their Appl, 2011).
Original language | English |
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Pages (from-to) | 235-261 |
Number of pages | 27 |
Journal | Potential Analysis |
Volume | 36 |
Issue number | 2 |
DOIs | |
Publication status | Published - Feb 2012 |
Externally published | Yes |
Keywords
- Exit time
- Green function
- Heat kernel
- Lévy system
- Relativistic stable process
- Symmetric α-stable process
- Transition density