A priori Hölder estimate, parabolic Harnack principle and heat kernel estimates for diffusions with jumps
Rev. Mat. Iberoamericana, Tome 26 (2010) no. 1, p. 551-589 / Harvested from Project Euclid
In this paper, we consider the following type of non-local (pseudo-differential) operators $\mathcal{L}$ on $\mathbb{R}^d$: \begin{align*} \mathcal{L} u(x) = \frac{1}{2} \sum_{i, j=1}^d \frac{\partial}{\partial x_i} \Big(a_{ij}(x) \frac{\partial u(x)}{\partial x_j}\Big) \\+ \lim_{\varepsilon \downarrow 0} \int_{\{y\in \mathbb{R}^d: |y-x|>\varepsilon\}} (u(y)-u(x)) J(x, y) dy, \end{align*} where $A(x)=(a_{ij}(x))_{1\leq i,j\leq d}$ is a measurable $d\times d$ matrix-valued function on $\mathbb{R}^d$ that is uniformly elliptic and bounded and $J$ is a symmetric measurable non-trivial non-negative kernel on $\mathbb{R}^d \times \mathbb{R}^d$ satisfying certain conditions. Corresponding to $\mathcal{L}$ is a symmetric strong Markov process $X$ on $\mathbb{R}^d$ that has both the diffusion component and pure jump component. We establish a priori Hölder estimate for bounded parabolic functions of $\mathcal{L}$ and parabolic Harnack principle for positive parabolic functions of $\mathcal{L}$. Moreover, two-sided sharp heat kernel estimates are derived for such operator $\mathcal{L}$ and jump-diffusion $X$. In particular, our results apply to the mixture of symmetric diffusion of uniformly elliptic divergence form operator and mixed stable-like processes on $\mathbb{R}^d$. To establish these results, we employ methods from both probability theory and analysis.
Publié le : 2010-06-15
Classification:  symmetric Markov process,  pseudo-differential operator,  diffusion process,  jump process,  Lévy system,  hitting probability,  parabolic function,  a priori Hölder estimate,  parabolic Harnack inequality,  transition density,  heat kernel estimates,  60J35,  47G30,  60J45,  31C05,  31C25,  60J75
@article{1275671311,
     author = {Chen
, 
Zhen-Qing and Kumagai
, 
Takashi},
     title = {A priori H\"older estimate, parabolic Harnack principle and heat kernel
estimates for diffusions with jumps},
     journal = {Rev. Mat. Iberoamericana},
     volume = {26},
     number = {1},
     year = {2010},
     pages = { 551-589},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1275671311}
}
Chen
, 
Zhen-Qing; Kumagai
, 
Takashi. A priori Hölder estimate, parabolic Harnack principle and heat kernel
estimates for diffusions with jumps. Rev. Mat. Iberoamericana, Tome 26 (2010) no. 1, pp.  551-589. http://gdmltest.u-ga.fr/item/1275671311/