{ "id": "1002.1121", "version": "v1", "published": "2010-02-05T04:30:59.000Z", "updated": "2010-02-05T04:30:59.000Z", "title": "Heat Kernel Estimate for $Δ+Δ^{α/2}$ in $C^{1,1}$ open sets", "authors": [ "Zhen-Qing Chen", "Panki Kim", "Renming Song" ], "categories": [ "math.PR", "math.AP" ], "abstract": "We consider a family of pseudo differential operators $\\{\\Delta+ a^\\alpha \\Delta^{\\alpha/2}; a\\in (0, 1]\\}$ on $\\bR^d$ for every $d\\geq 1$ that evolves continuously from $\\Delta$ to $\\Delta + \\Delta^{\\alpha/2}$, where $\\alpha \\in (0, 2)$. It gives rise to a family of L\\'evy processes $\\{X^a, a\\in (0, 1]\\}$ in $\\bR^d$, where $X^a$ is the sum of a Brownian motion and an independent symmetric $\\alpha$-stable process with weight $a$. We establish sharp two-sided estimates for the heat kernel of $\\Delta + a^{\\alpha} \\Delta^{\\alpha/2}$ with zero exterior condition in a family of open subsets, including bounded $C^{1, 1}$ (possibly disconnected) open sets. This heat kernel is also the transition density of the sum of a Brownian motion and an independent symmetric $\\alpha$-stable process with weight $a$ in such open sets. Our result is the first sharp two-sided estimates for the transition density of a Markov process with both diffusion and jump components in open sets. Moreover, our result is uniform in $a$ in the sense that the constants in the estimates are independent of $a\\in (0, 1]$ so that it recovers the Dirichlet heat kernel estimates for Brownian motion by taking $a\\to 0$. Integrating the heat kernel estimates in time $t$, we recover the two-sided sharp uniform Green function estimates of $X^a$ in bounded $C^{1,1}$ open sets in $\\bR^d$, which were recently established in \\cite{CKSV2} by using a completely different approach.", "revisions": [ { "version": "v1", "updated": "2010-02-05T04:30:59.000Z" } ], "analyses": { "subjects": [ "60J35", "47G20", "60J75", "47D07" ], "keywords": [ "open sets", "brownian motion", "sharp two-sided estimates", "sharp uniform green function estimates", "dirichlet heat kernel estimates" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2010arXiv1002.1121C" } } }