Intrinsic Contractivity of Feynman-Kac Semigroups for Symmetric Jump Processes with Infinite Range Jumps
Xin Chen, Jian Wang

TL;DR
This paper investigates the intrinsic contractivity properties of Feynman-Kac semigroups associated with symmetric jump processes, establishing conditions under which they exhibit hypercontractivity, supercontractivity, and ultracontractivity.
Contribution
It provides new criteria for intrinsic contractivity properties of Feynman-Kac semigroups for jump processes with infinite range jumps, including specific potential functions.
Findings
Ultracontractivity holds if and only if the potential grows faster than a certain rate.
Supercontractivity and hypercontractivity are characterized by the growth rate of the potential.
Results apply to processes with specific jump kernels and potential functions.
Abstract
Let be a symmetric strong Markov process generated by non-local regular Dirichlet form as follows \begin{equation*} \begin{split} & D(f,g)=\int_{\R^d}\int_{\R^d}\big(f(x)-f(y)\big)\big(g(x)-g(y)\big) J(x,y)\,dx\,dy, \quad f,g\in \D(D) \end{split} \end{equation*} where is a strictly positive and symmetric measurable function on . We study the intrinsic hypercontractivity, intrinsic supercontractivity and intrinsic ultracontractivity for the Feynman-Kac semigroup In particular, we prove that for with and with , is intrinsically ultracontractive if and only if ; and that…
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Taxonomy
TopicsStochastic processes and financial applications · advanced mathematical theories · Stochastic processes and statistical mechanics
