On the comparison between jump processes and subordinated diffusions

被引:1
|
作者
Liu, Guanhua [1 ]
Murugan, Mathav [2 ]
机构
[1] Univ Bielefeld, Fak Math, Postfach 100131, D-33501 Bielefeld, Germany
[2] Univ British Columbia, Dept Math, Vancouver, BC V6T 1Z2, Canada
来源
ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS | 2023年 / 20卷 / 02期
关键词
subordination; jump processes; diffusions; parabolic Harnack inequality; PARABOLIC HARNACK INEQUALITIES; HEAT KERNELS; STABILITY;
D O I
10.30757/ALEA.v20-47
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Given a symmetric diffusion process and a jump process on the same underlying space, is there a subordinator such that the jump process and the subordinated diffusion process are comparable? We address this question when the diffusion satisfies a sub-Gaussian heat kernel estimate and the jump process satisfies a polynomial-type jump kernel bounds. Under these assumptions, we obtain necessary and sufficient conditions on the jump kernel estimate for such a subordinator to exist. As an application of our results and the recent stability results of Chen, Kumagai and Wang, we obtain parabolic Harnack inequality for a large family of jump processes. In particular, we show that any jump process with polynomial-type jump kernel bounds on such a space satisfy the parabolic Harnack inequality.
引用
收藏
页码:1271 / 1281
页数:11
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