On estimates of transition density for subordinate Brownian motions with Gaussian components in $C^{1,1}$-open sets

Abstract

We consider a subordinate Brownian motion $X$ with Gaussian components when the scaling order of purely discontinuous part is between $0$ and $2$ including $2$. In this paper we establish sharp two-sided bounds for transition density of $X$ in ${\mathbb{R}}^d$ and $C^{1,1}$-open sets. As a corollary, we obtain a sharp Green function estimates.

30 pages, 1 figure