Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in open sets
arXiv:1402.4660
Abstract
In this paper, we study sharp Dirichlet heat kernel estimates for a large class of symmetric Markov processes in open sets. The processes are symmetric pure jump Markov processes with jumping intensity , where . Here, is an increasing function on , with on and on for , and is a symmetric function confined between two positive constants, with for and . We establish two-sided estimates for the transition densities of such processes in open sets when . In particular, our result includes (relativistic) symmetric stable processes and finite-range stable processes in open sets when .
arXiv comment29 pages