Bottom crossing probability for symmetric jump processes (full version)
Yuichi Shiozawa

TL;DR
This paper analyzes the decay rate of the bottom crossing probability for symmetric jump processes, providing results applicable to stable-like and subordinated diffusion processes on fractals and similar spaces.
Contribution
It determines the decay rate of bottom crossing probabilities for symmetric jump processes under heat kernel estimates, extending to fractal-like spaces.
Findings
Decay rate characterized under heat kernel conditions
Applicable to stable-like processes on fractals
Results extend to stable-subordinated diffusions
Abstract
We determine the decay rate of the bottom crossing probability for symmetric jump processes under the condition on heat kernel estimates. Our results are applicable to symmetric stable-like processes and stable-subordinated diffusion processes on a class of (unbounded) fractals and fractal-like spaces.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Mathematical Dynamics and Fractals
