120 citations · 979 across the 119 of their papers we have counts for
6 papers · 2 filters
Heat kernel upper bounds for symmetric Markov semigroups
Zhen-Qing Chen, Panki Kim, Takashi Kumagai +1
It is well known that Nash-type inequalities for symmetric Dirichlet forms are equivalent to on-diagonal heat kernel upper bounds for the associated symmetric Markov semigroups. In…
Reflected Backward Stochastic Differential Equation with Rank-based Data
Zhen-Qing Chen, Xinwei Feng
In this paper, we study reflected backward stochastic differential equation (reflected BSDE in abbreviation) with rank-based data in a Markovian framework; that is, the solution to…
Periodic homogenization of non-symmetric Lévy-type processes
Xin Chen, Zhen-Qing Chen, Takashi Kumagai +1
In this paper, we study homogenization problem for strong Markov processes on having infinitesimal generators $$ \sL f(x)=\int_{\R^d}\left(f(x+z)-f(x)-\langle \nabla f(x), z…
Quenched invariance principle for long range random walks in balanced random environments
Xin Chen, Zhen-Qing Chen, Takashi Kumagai +1
We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) bala…
Homogenization of symmetric stable-like processes in stationary ergodic medium
Xin Chen, Zhen-Qing Chen, Takashi Kumagai +1
This paper studies homogenization of symmetric non-local Dirichlet forms with -stable-like jumping kernels in one-parameter stationary ergodic environment. Under suitable condit…
Hölder regularity and gradient estimates Hölder regularity and gradient estimates for SDEs driven by cylindrical -stable processes
Zhen-Qing Chen, Zimo Hao, Xicheng Zhang
We establish Hölder regularity and gradient estimates for the transition semigroup of the solutions to the following SDE: $$ {\rm d} X_t=σ(t, X_{t-}){\rm d} Z_t+b (t, X_t){\rm d} t…