Gradient estimates of harmonic functions and transition densities for Lévy processes

T Kulczycki, M Ryznar - Transactions of the American Mathematical Society, 2016 - ams.org
We prove gradient estimates for harmonic functions with respect to a $ d $-dimensional
unimodal pure-jump Lévy process under some mild assumptions on the density of its Lévy …

[HTML][HTML] Extension and trace for nonlocal operators

K Bogdan, T Grzywny, K Pietruska-Pałuba… - … Mathématiques Pures et …, 2020 - Elsevier
We prove an optimal extension and trace theorem for Sobolev spaces of nonlocal operators.
The extension is given by a suitable Poisson integral and solves the corresponding nonlocal …

Barriers, exit time and survival probability for unimodal Lévy processes

K Bogdan, T Grzywny, M Ryznar - Probability Theory and Related Fields, 2015 - Springer
Barriers, exit time and survival probability for unimodal Lévy processes | Probability Theory
and Related Fields Skip to main content SpringerLink Log in Menu Find a journal Publish with …

[HTML][HTML] Factorization and estimates of Dirichlet heat kernels for non-local operators with critical killings

S Cho, P Kim, R Song, Z Vondraček - Journal de mathématiques pures et …, 2020 - Elsevier
In this paper we discuss non-local operators with killing potentials, which may not be in the
standard Kato class. We first discuss factorization of their Dirichlet heat kernels in metric …

[HTML][HTML] Estimates of transition densities and their derivatives for jump Lévy processes

K Kaleta, P Sztonyk - Journal of Mathematical Analysis and Applications, 2015 - Elsevier
Estimates of transition densities and their derivatives for jump Lévy processes - ScienceDirect
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Stochastic flows for Lévy processes with Hölder drifts

ZQ Chen, R Song, X Zhang - Revista matemática iberoamericana, 2018 - ems.press
In this paper, we study the following stochastic differential equation (SDE) in Rd: dXt= dZt+ b
(t, Xt) dt, X0= x, where Z is a Lévy process. We show that for a large class of Lévy processes …

[HTML][HTML] Dirichlet heat kernel for unimodal Lévy processes

K Bogdan, T Grzywny, M Ryznar - Stochastic Processes and their …, 2014 - Elsevier
Dirichlet heat kernel for unimodal Lévy processes - ScienceDirect Skip to main contentSkip
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[PDF][PDF] Hardy inequalities and non-explosion results for semigroups

K Bogdan, B Dyda, P Kim - arXiv preprint arXiv:1412.7717, 2014 - arxiv.org
arXiv:1412.7717v2 [math.AP] 28 Dec 2014 Page 1 arXiv:1412.7717v2 [math.AP] 28 Dec 2014
HARDY INEQUALITIES AND NON-EXPLOSION RESULTS FOR SEMIGROUPS KRZYSZTOF …

Lévy matters. VI

F Kühn - Lecture Notes in Mathematics, 2017 - Springer
Due to the increasing power of modern computers, it has become ever more popular to use
sophisticated models to describe the irregular behaviour of real life phenomena. Nowadays …

A Regularity Theory for Parabolic Equations with Anisotropic Nonlocal Operators in Spaces

JH Choi, J Kang, D Park - SIAM Journal on Mathematical Analysis, 2024 - SIAM
In this paper, we present an-regularity theory for parabolic equations of the form Here,
represents anisotropic nonlocal operators encompassing the singular anisotropic fractional …