arXiv subjects

Zhen-Qing Chen

Publications and source records attributed to Zhen-Qing Chen.

At least 127 records · Page 7Linked to original sources

arXiv2009

Sharp Green Function Estimates for $Δ+ Δ^{α/2}$ in $C^{1,1}$ Open Sets and Their Applications

We consider a family of pseudo differential operators $\{Δ+ a^αΔ^{α/2}; a\in [0, 1]\}$ on $\R^d$ that evolves continuously from $Δ$ to $Δ+ Δ^{α/2}$, where $d\geq 1$ and $α\in (0, 2)$. It gives rise to a family of Lévy processes \{$X^a, a\in [0, 1]\}$, where $X^a$ is the sum of a Brownian motion and an independent symmetric $α$-stable process with weight $a$. Using a recently obtained uniform boundary Harnack principle with explicit decay rate, we establish sharp bounds for the Green function of the process $X^a$ killed upon exiting a bounded $C^{1,1}$ open set $D\subset\R^d$. As a consequence, we identify the Martin boundary of $D$ with respect to $X^a$ with its Euclidean boundary. Finally, sharp Green function estimates are derived for certain Lévy processes which can be obtained as perturbations of $X^a$.

math.PR↗

arXiv2009

Boundary Harnack principle for $Δ+ Δ^{α/2}$

For $d\geq 1$ and $α\in (0, 2)$, consider the family of pseudo differential operators $\{Δ+ b Δ^{α/2}; b\in [0, 1]\}$ on $\R^d$ that evolves continuously from $Δ$ to $Δ+ Δ^{α/2}$. In this paper, we establish a uniform boundary Harnack principle (BHP) with explicit boundary decay rate for nonnegative functions which are harmonic with respect to $Δ+b Δ^{α/2}$ (or equivalently, the sum of a Brownian motion and an independent symmetric $α$-stable process with constant multiple $b^{1/α}$) in $C^{1, 1}$ open sets. Here a "uniform" BHP means that the comparing constant in the BHP is independent of $b\in [0, 1]$. Along the way, a uniform Carleson type estimate is established for nonnegative functions which are harmonic with respect to $Δ+ b Δ^{α/2}$ in Lipschitz open sets. Our method employs a combination of probabilistic and analytic techniques.

math.PR↗

arXiv2009

Dirichlet Heat Kernel Estimates for $Δ^{α/2}+ Δ^{β/2}$

For $d\geq 1$ and $0<β<α<2$, consider a family of pseudo differential operators $\{Δ^α + a^βΔ^{β/2}; a \in [0, 1]\}$ that evolves continuously from $Δ^{α/2}$ to $ Δ^{α/2}+ Δ^{β/2}$. It gives arise to a family of Lévy processes \{$X^a, a\in [0, 1]\}$, where each $X^a$ is the sum of independent a symmetric $α$-stable process and a symmetric $β$-stable process with weight $a$. For any $C^{1,1}$ open set $D$, we establish explicit sharp two-sided estimates (uniform in $a\in [0,1]$) for the transition density function of the subprocess $X^{a, D}$ of $X^a$ killed upon leaving the open set $D$. The infinitesimal generator of $X^{a, D}$ is the non-local operator $Δ^α + a^βΔ^{β/2}$ with zero exterior condition on $D^c$. As consequences of these sharp heat kernel estimates, we obtain uniform sharp Green function estimates for $X^{a, D}$ and uniform boundary Harnack principle for $X^a$ in $D$ with explicit decay rate.

math.PR↗

arXiv2009

Time-reversal and elliptic boundary value problems

In this paper, we prove that there exists a unique, bounded continuous weak solution to the Dirichlet boundary value problem for a general class of second-order elliptic operators with singular coefficients, which does not necessarily have the maximum principle. Our method is probabilistic. The time reversal of symmetric Markov processes and the theory of Dirichlet forms play a crucial role in our approach.

math.PR↗

arXiv2009

Global Heat Kernel Estimates for Fractional Laplacians in Unbounded Open Sets

In this paper, we derive global sharp heat kernel estimates for symmetric alpha-stable processes (or equivalently, for the fractional Laplacian with zero exterior condition) in two classes of unbounded C^{1,1} open sets in R^d: half-space-like open sets and exterior open sets. These open sets can be disconnected. We focus in particular on explicit estimates for p_D(t,x,y) for all t>0 and x, y\in D. Our approach is based on the idea that for x and y in $D$ far from the boundary and t sufficiently large, we can compare p_D(t,x,y) to the heat kernel in a well understood open set: either a half-space or R^d; while for the general case we can reduce them to the above case by pushing $x$ and $y$ inside away from the boundary. As a consequence, sharp Green functions estimates are obtained for the Dirichlet fractional Laplacian in these two types of open sets. Global sharp heat kernel estimates and Green function estimates are also obtained for censored stable processes (or equivalently, for regional fractional Laplacian) in exterior open sets.

math.PR↗

arXiv2009

Regularity of harmonic functions for a class of singular stable-like processes

We consider the system of stochastic differential equations dX_t=A(X_{t-}) dZ_t, where Z_t^1, ..., Z^d_t are independent one-dimensional symmetric stable processes of order α, and the matrix-valued function A is bounded, continuous and everywhere non-degenerate. We show that bounded harmonic functions associated with X are Holder continuous, but a Harnack inequality need not hold. The Levy measure associated with the vector-valued process Z is highly singular.

math.PR↗

arXiv2009

On notions of harmonicity

In this paper, we address the equivalence of the analytic and probabilistic notions of harmonicity in the context of general symmetric Hunt processes on locally compact separable metric spaces. Extensions to general symmetric right processes on Lusin spaces including infinite dimensional spaces are mentioned at the end of this paper.

math.PR↗

arXiv2009

Symmetric Jump Processes and their Heat Kernel Estimates

We survey the recent development of the DeGiorgi-Nash-Moser-Aronson type theory for a class of symmetric jump processes(or equivalently, a class of symmetric integro-differential operators). We focus on the sharp two-sided estimates for the transition density functions (or heat kernels) of the processes, a priori Holder estimate and parabolic Harnack inequalities for their parabolic functions. In contrast to the second order elliptic differential operator case, the methods to establish these properties for symmetric integro-differential operators are mainly probabilistic.

math.PR↗

arXiv2008

On unique extension of time changed reflecting Brownian motions

Let $D$ be an unbounded domain in $\RR^d$ with $d\geq 3$. We show that if $D$ contains an unbounded uniform domain, then the symmetric reflecting Brownian motion (RBM) on $\overline D$ is transient. Next assume that RBM $X$ on $\overline D$ is transient and let $Y$ be its time change by Revuz measure ${\bf 1}_D(x) m(x)dx$ for a strictly positive continuous integrable function $m$ on $\overline D$. We further show that if there is some $r>0$ so that $D\setminus \overline {B(0, r)}$ is an unbounded uniform domain, then $Y$ admits one and only one symmetric diffusion that genuinely extends it and admits no killings. In other words, in this case $X$ (or equivalently, $Y$) has a unique Martin boundary point at infinity.

math.PR↗

arXiv2008

A priori Holder estimate, parabolic Harnack principle and heat kernel estimates for diffusions with jumps

In this paper, we consider the following type of non-local (pseudo-differential) operators $\LL $ on $\R^d$: $$ \LL u(x) =\frac12 \sum_{i, j=1}^d \frac{\partial}{\partial x_i} (a_{ij}(x) \frac{\partial}{\partial x_j}) + \lim_{\eps \downarrow 0} \int_{\{y\in \R^d: |y-x|>\eps\}} (u(y)-u(x)) J(x, y) dy, $$ where $A(x)=(a_{ij}(x))_{1\leq i, j\leq d}$ is a measurable $d\times d$ matrix-valued function on $\R^d$ that is uniform elliptic and bounded and $J$ is a symmetric measurable non-trivial non-negative kernel on $\R^d\times \R^d$ satisfying certain conditions. Corresponding to $\LL$ is a symmetric strong Markov process $X$ on $\R^d$ that has both the diffusion component and pure jump component. We establish a priori Hölder estimate for bounded parabolic functions of $\LL$ and parabolic Harnack principle for positive parabolic functions of $\LL$. Moreover, two-sided sharp heat kernel estimates are derived for such operator $\LL$ and jump-diffusion $X$. In particular, our results apply to the mixture of symmetric diffusion of uniformly elliptic divergence form operator and mixed stable-like processes on $\R^d$. To establish these results, we employ methods from both probability theory and analysis.

math.PR↗

arXiv2008

Discrete approximations to reflected Brownian motion

In this paper we investigate three discrete or semi-discrete approximation schemes for reflected Brownian motion on bounded Euclidean domains. For a class of bounded domains $D$ in $\mathbb{R}^n$ that includes all bounded Lipschitz domains and the von Koch snowflake domain, we show that the laws of both discrete and continuous time simple random walks on $D\cap2^{-k}\mathbb{Z}^n$ moving at the rate $2^{-2k}$ with stationary initial distribution converge weakly in the space $\mathbf{D}([0,1],\mathbb{R}^n)$, equipped with the Skorokhod topology, to the law of the stationary reflected Brownian motion on $D$. We further show that the following ``myopic conditioning'' algorithm generates, in the limit, a reflected Brownian motion on any bounded domain $D$. For every integer $k\geq1$, let $\{X^k_{j2^{-k}},j=0,1,2,...\}$ be a discrete time Markov chain with one-step transition probabilities being the same as those for the Brownian motion in $D$ conditioned not to exit $D$ before time $2^{-k}$. We prove that the laws of $X^k$ converge to that of the reflected Brownian motion on $D$. These approximation schemes give not only new ways of constructing reflected Brownian motion but also implementable algorithms to simulate reflected Brownian motion.

math.PR↗

arXiv2008

Stationary distributions for diffusions with inert drift

Consider a reflecting diffusion in a domain in $R^d$ that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the reflecting process and the value of the drift vector has a product form. Moreover, the first component is the symmetrizing measure on the domain for the reflecting diffusion without inert drift, and the second component has a Gaussian distribution. We also consider processes where the drift is given in terms of the gradient of a potential.

math.PR↗

arXiv2007

Pathwise uniqueness for a degenerate stochastic differential equation

We introduce a new method of proving pathwise uniqueness, and we apply it to the degenerate stochastic differential equation \[dX_t=|X_t|^α dW_t,\] where $W_t$ is a one-dimensional Brownian motion and $α\in(0,1/2)$. Weak uniqueness does not hold for the solution to this equation. If one restricts attention, however, to those solutions that spend zero time at 0, then pathwise uniqueness does hold and a strong solution exists. We also consider a class of stochastic differential equations with reflection.

math.PR↗

arXiv2007

Schramm-Loewner Equations Driven by Symmetric Stable Processes

We consider shape, size and regularity of the hulls of the chordal Schramm-Loewner evolution driven by a symmetric alpha-stable process. We obtain derivative estimates, show that the complements of the hulls are Hoelder domains, prove that the hulls have Hausdorff dimension 1, and show that the trace is right-continuous with left limits almost surely.

math.PR↗

arXiv2006

Traces of symmetric Markov processes and their characterizations

Time change is one of the most basic and very useful transformations for Markov processes. The time changed process can also be regarded as the trace of the original process on the support of the Revuz measure used in the time change. In this paper we give a complete characterization of time changed processes of an arbitrary symmetric Markov process, in terms of the Beurling--Deny decomposition of their associated Dirichlet forms and of Feller measures of the process. In particular, we determine the jumping and killing measure (or, equivalently, the Lévy system) for the time-changed process. We further discuss when the trace Dirichlet form for the time changed process can be characterized as the space of finite Douglas integrals defined by Feller measures. Finally, we give a probabilistic characterization of Feller measures in terms of the excursions of the base process.

math.PR↗

arXiv2005

Shy couplings

A pair of Markov processes is called a Markov coupling if both processes have the same transition probabilities and the pair is also a Markov process. We say that a coupling is ``shy'' if the processes never come closer than some (random) strictly positive distance from each other. We investigate whether shy couplings exist for several classes of Markov processes.

math.PR↗

arXiv2005

On the Robin problem in fractal domains

We study the solution to the Robin boundary problem for the Laplacian in a Euclidean domain. We present some families of fractal domains where the infimum of the solution is greater than 0, and some other families of domains were it is equal to 0. We also give a new result on `trap domains', i.e., domains where reflecting Brownian motion takes a long time to reach the center of the domain.

math.CA↗

arXiv2005

Synchronous couplings of reflected Brownian motions in smooth domains

For every bounded planar domain $D$ with a smooth boundary, we define a `Lyapunov exponent' $Λ(D)$ using a fairly explicit formula. We consider two reflected Brownian motions in $D$, driven by the same Brownian motion (i.e., a `synchronous coupling'). If $Λ(D)>0$ then the distance between the two Brownian particles goes to 0 exponentially fast with rate $Λ(D)/(2|D|)$ as time goes to infinity. The exponent $Λ(D)$ is strictly positive if the domain has at most one hole. It is an open problem whether there exists a domain with $Λ(D)<0$.

math.PR↗