On the comparison between jump processes and subordinated diffusions

被引:1
|
作者
Liu, Guanhua [1 ]
Murugan, Mathav [2 ]
机构
[1] Univ Bielefeld, Fak Math, Postfach 100131, D-33501 Bielefeld, Germany
[2] Univ British Columbia, Dept Math, Vancouver, BC V6T 1Z2, Canada
来源
ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS | 2023年 / 20卷 / 02期
关键词
subordination; jump processes; diffusions; parabolic Harnack inequality; PARABOLIC HARNACK INEQUALITIES; HEAT KERNELS; STABILITY;
D O I
10.30757/ALEA.v20-47
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Given a symmetric diffusion process and a jump process on the same underlying space, is there a subordinator such that the jump process and the subordinated diffusion process are comparable? We address this question when the diffusion satisfies a sub-Gaussian heat kernel estimate and the jump process satisfies a polynomial-type jump kernel bounds. Under these assumptions, we obtain necessary and sufficient conditions on the jump kernel estimate for such a subordinator to exist. As an application of our results and the recent stability results of Chen, Kumagai and Wang, we obtain parabolic Harnack inequality for a large family of jump processes. In particular, we show that any jump process with polynomial-type jump kernel bounds on such a space satisfy the parabolic Harnack inequality.
引用
收藏
页码:1271 / 1281
页数:11
相关论文
共 50 条
  • [21] On non-linear dependence of multivariate subordinated Levy processes
    Di Nardo, E.
    Marena, M.
    Semeraro, P.
    STATISTICS & PROBABILITY LETTERS, 2020, 166
  • [22] Safety verification for Regime-Switching Jump Diffusions via barrier certificates
    Liu, Kairong
    She, Zhikun
    NONLINEAR ANALYSIS-HYBRID SYSTEMS, 2023, 50
  • [23] RECURRENCE AND PERIODICITY FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH REGIME-SWITCHING JUMP DIFFUSIONS
    Gao, Yue
    Jiang, Xiaomeng
    Li, Yong
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2024, 29 (06): : 2679 - 2709
  • [24] On stochastic completeness of jump processes
    Grigor'yan, Alexander
    Huang, Xueping
    Masamune, Jun
    MATHEMATISCHE ZEITSCHRIFT, 2012, 271 (3-4) : 1211 - 1239
  • [25] Harnack inequalities for jump processes
    Bass, RF
    Levin, DA
    POTENTIAL ANALYSIS, 2002, 17 (04) : 375 - 388
  • [26] The Principal Eigenvalue for Jump Processes
    Chen M.
    Acta Mathematica Sinica, 2000, 16 (3) : 361 - 368
  • [27] Harnack Inequalities for Jump Processes
    Richard F. Bass
    David A. Levin
    Potential Analysis, 2002, 17 : 375 - 388
  • [28] The Principal Eigenvalue for Jump Processes
    Mufa Chen Department of Mathematics
    ActaMathematicaSinica(EnglishSeries), 2000, 16 (03) : 361 - 368
  • [29] Reciprocal Class of Jump Processes
    Conforti, Giovanni
    Pra, Paolo Dai
    Roelly, Sylvie
    JOURNAL OF THEORETICAL PROBABILITY, 2017, 30 (02) : 551 - 580
  • [30] Reciprocal Class of Jump Processes
    Giovanni Conforti
    Paolo Dai Pra
    Sylvie Rœlly
    Journal of Theoretical Probability, 2017, 30 : 551 - 580