Symmetric jump processes: localization, heat kernels, and convergence
Richard F. Bass, Moritz Kassmann, and Takashi Kumagai

TL;DR
This paper studies symmetric pure jump processes, providing local exit probability estimates, regularity results for harmonic functions and heat kernels, and analyzing their convergence behavior.
Contribution
It introduces new local estimates and regularity results for symmetric jump processes, along with convergence analysis, advancing understanding of their probabilistic and analytical properties.
Findings
Established local exit probability bounds
Proved Hölder continuity of heat kernels and harmonic functions
Demonstrated convergence of sequences of symmetric jump processes
Abstract
We consider symmetric processes of pure jump type. We prove local estimates on the probability of exiting balls, the H\"older continuity of harmonic functions and of heat kernels, and convergence of a sequence of such processes.
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Taxonomy
TopicsStochastic processes and statistical mechanics · advanced mathematical theories · Stochastic processes and financial applications
