Dirichlet Heat kernel estimates for a large class of anisotropic Markov processes

TL;DR

This paper establishes sharp two-sided Dirichlet heat kernel estimates for a class of anisotropic Markov processes driven by Lévy processes with specific jump kernels, extending understanding of their behavior in regular open sets.

Contribution

It provides the first sharp two-sided heat kernel estimates for anisotropic Lévy processes with a broad class of jump kernels in $C^{1,1}$ domains.

Findings

Sharp two-sided Dirichlet heat kernel estimates derived

Green function estimates obtained as an application

Results applicable to a large class of anisotropic Lévy processes

Abstract

Let $Z=(Z^{1}, \ldots, Z^{d})$ be the d-dimensional L\'evy {process} where {$Z^i$'s} are independent 1-dimensional L\'evy {processes} with identical jumping kernel $ \nu^1(r) =r^{-1}\phi(r)^{-1}$. Here $\phi$ is {an} increasing function with weakly scaling condition of order $\underline \alpha, \overline \alpha\in (0, 2)$. We consider a symmetric function $J(x,y)$ comparable to \begin{align*} \begin{cases} \nu^1(|x^i - y^i|)\qquad&\text{ if $x^i \ne y^i$ for some $i$ and $x^j = y^j$ for all $j \ne i$}\\ 0\qquad&\text{ if $x^i \ne y^i$ for more than one index $i$}. \end{cases} \end{align*} Corresponding to the jumping kernel $J$, there exists an anisotropic Markov process $X$, see \cite{KW22}. In this article, we establish sharp two-sided Dirichlet heat kernel estimates for $X$ in $C^{1,1}$ open set, under certain regularity conditions. As an application of the main results, we derive the Green function estimates.