Heat kernel estimates and Harnack inequalities for some Dirichlet forms with non-local part

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

We consider the Dirichlet form given by E(f,f)=12∫Rd∑i,j=1daij(x)∂f(x)∂xi∂f(x)∂xjdx E(f,f)=12∫Rd∑i,j=1daij(x)∂f(x)∂xi∂f(x)∂xjdx +∫Rd×Rd(f(y)−f(x))2J(x,y)dxdy. +∫Rd×Rd(f(y)−f(x))2J(x,y)dxdy. Under the assumption that the aij are symmetric and uniformly elliptic and with suitable conditions on J, the nonlocal part, we obtain upper and lower bounds on the heat kernel of the Dirichlet form. We also prove a Harnack inequality and a regularity theorem for functions that are harmonic with respect to E.

LanguageEnglish
Pages314-340
Number of pages27
JournalElectronic Journal of Probability
Volume14
DOIs
Publication statusPublished - 7 Jan 2009

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Kernel Estimate
Harnack Inequality
Dirichlet Form
Heat Kernel
Upper and Lower Bounds
Harmonic
Regularity
Theorem
Dirichlet
Kernel
Lower bounds
Upper bound

Keywords

  • Harnack inequality
  • heat kernel
  • Hölder continuity
  • integro-differential operators

Cite this

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title = "Heat kernel estimates and Harnack inequalities for some Dirichlet forms with non-local part",
abstract = "We consider the Dirichlet form given by E(f,f)=12∫Rd∑i,j=1daij(x)∂f(x)∂xi∂f(x)∂xjdx E(f,f)=12∫Rd∑i,j=1daij(x)∂f(x)∂xi∂f(x)∂xjdx +∫Rd×Rd(f(y)−f(x))2J(x,y)dxdy. +∫Rd×Rd(f(y)−f(x))2J(x,y)dxdy. Under the assumption that the aij are symmetric and uniformly elliptic and with suitable conditions on J, the nonlocal part, we obtain upper and lower bounds on the heat kernel of the Dirichlet form. We also prove a Harnack inequality and a regularity theorem for functions that are harmonic with respect to E.",
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Heat kernel estimates and Harnack inequalities for some Dirichlet forms with non-local part. / Foondun, Mohammud.

In: Electronic Journal of Probability, Vol. 14, 07.01.2009, p. 314-340.

Research output: Contribution to journalArticle

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N2 - We consider the Dirichlet form given by E(f,f)=12∫Rd∑i,j=1daij(x)∂f(x)∂xi∂f(x)∂xjdx E(f,f)=12∫Rd∑i,j=1daij(x)∂f(x)∂xi∂f(x)∂xjdx +∫Rd×Rd(f(y)−f(x))2J(x,y)dxdy. +∫Rd×Rd(f(y)−f(x))2J(x,y)dxdy. Under the assumption that the aij are symmetric and uniformly elliptic and with suitable conditions on J, the nonlocal part, we obtain upper and lower bounds on the heat kernel of the Dirichlet form. We also prove a Harnack inequality and a regularity theorem for functions that are harmonic with respect to E.

AB - We consider the Dirichlet form given by E(f,f)=12∫Rd∑i,j=1daij(x)∂f(x)∂xi∂f(x)∂xjdx E(f,f)=12∫Rd∑i,j=1daij(x)∂f(x)∂xi∂f(x)∂xjdx +∫Rd×Rd(f(y)−f(x))2J(x,y)dxdy. +∫Rd×Rd(f(y)−f(x))2J(x,y)dxdy. Under the assumption that the aij are symmetric and uniformly elliptic and with suitable conditions on J, the nonlocal part, we obtain upper and lower bounds on the heat kernel of the Dirichlet form. We also prove a Harnack inequality and a regularity theorem for functions that are harmonic with respect to E.

KW - Harnack inequality

KW - heat kernel

KW - Hölder continuity

KW - integro-differential operators

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