Heat kernel estimates for anisotropic symmetric jump processes
Jaehoon Kang

TL;DR
This paper establishes two-sided heat kernel bounds for a class of anisotropic symmetric jump processes with jump kernels supported on unions of cones, advancing understanding of their probabilistic and analytic properties.
Contribution
It provides sharp two-sided heat kernel estimates for anisotropic symmetric jump processes with cone-supported kernels, a novel extension in the study of jump processes.
Findings
Established two-sided heat kernel bounds for anisotropic jump processes.
Extended heat kernel estimates to processes with cone-supported jump kernels.
Enhanced understanding of anisotropic jump process behaviors.
Abstract
We show two-sided bounds of heat kernel for anisotropic non-singular symmetric pure jump Markov process whose jump kernel is comparable to , where is a union of symmetric cones, and .
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Taxonomy
TopicsStochastic processes and financial applications · advanced mathematical theories · Numerical methods in inverse problems
