Stability of Heat Kernel Estimates for Diffusions with Jumps under Non-local Feynman-Kac Perturbations
Zhen-Qing Chen, Lidan Wang

TL;DR
This paper demonstrates that heat kernel estimates for certain jump diffusions remain stable when subjected to non-local Feynman-Kac perturbations, ensuring robustness of these estimates under such modifications.
Contribution
It establishes the stability of two-sided heat kernel estimates for non-symmetric jump diffusions under non-local Feynman-Kac perturbations, a novel extension in the field.
Findings
Heat kernel estimates are stable under perturbations.
Stability applies to non-symmetric jump diffusions.
Results extend previous stability analyses to broader classes.
Abstract
In this paper we show that two-sided heat kernel estimates for a class of (not necessarily symmetric) diffusions with jumps are stable under non-local Feynman-Kac perturbations.
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Taxonomy
TopicsNonlinear Partial Differential Equations · Stochastic processes and financial applications · Advanced Mathematical Modeling in Engineering
