On the comparison between jump processes and subordinated diffusions

Liu G, Murugan M (2023)
ALEA: Latin American Journal of Probability and Mathematical Statistics 20(2): 1271-1281.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
Download
Es wurden keine Dateien hochgeladen. Nur Publikationsnachweis!
Autor*in
Liu, GuanhuaUniBi; Murugan, Mathav
Abstract / Bemerkung
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.
Stichworte
subordination; jump processes; diffusions; parabolic Harnack inequality
Erscheinungsjahr
2023
Zeitschriftentitel
ALEA: Latin American Journal of Probability and Mathematical Statistics
Band
20
Ausgabe
2
Seite(n)
1271-1281
eISSN
1980-0436
Page URI
https://pub.uni-bielefeld.de/record/2987525

Zitieren

Liu G, Murugan M. On the comparison between jump processes and subordinated diffusions. ALEA: Latin American Journal of Probability and Mathematical Statistics . 2023;20(2):1271-1281.
Liu, G., & Murugan, M. (2023). On the comparison between jump processes and subordinated diffusions. ALEA: Latin American Journal of Probability and Mathematical Statistics , 20(2), 1271-1281. https://doi.org/10.30757/ALEA.v20-47
Liu, Guanhua, and Murugan, Mathav. 2023. “On the comparison between jump processes and subordinated diffusions”. ALEA: Latin American Journal of Probability and Mathematical Statistics 20 (2): 1271-1281.
Liu, G., and Murugan, M. (2023). On the comparison between jump processes and subordinated diffusions. ALEA: Latin American Journal of Probability and Mathematical Statistics 20, 1271-1281.
Liu, G., & Murugan, M., 2023. On the comparison between jump processes and subordinated diffusions. ALEA: Latin American Journal of Probability and Mathematical Statistics , 20(2), p 1271-1281.
G. Liu and M. Murugan, “On the comparison between jump processes and subordinated diffusions”, ALEA: Latin American Journal of Probability and Mathematical Statistics , vol. 20, 2023, pp. 1271-1281.
Liu, G., Murugan, M.: On the comparison between jump processes and subordinated diffusions. ALEA: Latin American Journal of Probability and Mathematical Statistics . 20, 1271-1281 (2023).
Liu, Guanhua, and Murugan, Mathav. “On the comparison between jump processes and subordinated diffusions”. ALEA: Latin American Journal of Probability and Mathematical Statistics 20.2 (2023): 1271-1281.
Export

Markieren/ Markierung löschen
Markierte Publikationen

Open Data PUB

Web of Science

Dieser Datensatz im Web of Science®
Suchen in

Google Scholar