Escape rate of symmetric jump-diffusion processes
HTML articles powered by AMS MathViewer
- by Yuichi Shiozawa PDF
- Trans. Amer. Math. Soc. 368 (2016), 7645-7680 Request permission
Abstract:
We study the escape rate of symmetric jump-diffusion processes generated by regular Dirichlet forms. We derive an upper bound of the escape rate by using the volume growth of the underlying measure and the growth of the canonical coefficient. Our result allows the (sub-)exponential volume growth and the unboundedness of the canonical coefficient.References
- Martin T. Barlow, Richard F. Bass, Zhen-Qing Chen, and Moritz Kassmann, Non-local Dirichlet forms and symmetric jump processes, Trans. Amer. Math. Soc. 361 (2009), no. 4, 1963–1999. MR 2465826, DOI 10.1090/S0002-9947-08-04544-3
- Martin T. Barlow, Alexander Grigor′yan, and Takashi Kumagai, Heat kernel upper bounds for jump processes and the first exit time, J. Reine Angew. Math. 626 (2009), 135–157. MR 2492992, DOI 10.1515/CRELLE.2009.005
- Richard F. Bass, Adding and subtracting jumps from Markov processes, Trans. Amer. Math. Soc. 255 (1979), 363–376. MR 542886, DOI 10.1090/S0002-9947-1979-0542886-X
- Zhen-Qing Chen, Symmetric jump processes and their heat kernel estimates, Sci. China Ser. A 52 (2009), no. 7, 1423–1445. MR 2520585, DOI 10.1007/s11425-009-0100-0
- Zhen-Qing Chen and Takashi Kumagai, Heat kernel estimates for stable-like processes on $d$-sets, Stochastic Process. Appl. 108 (2003), no. 1, 27–62. MR 2008600, DOI 10.1016/S0304-4149(03)00105-4
- Zhen-Qing Chen and Takashi Kumagai, Heat kernel estimates for jump processes of mixed types on metric measure spaces, Probab. Theory Related Fields 140 (2008), no. 1-2, 277–317. MR 2357678, DOI 10.1007/s00440-007-0070-5
- E. B. Davies, Heat kernel bounds, conservation of probability and the Feller property, J. Anal. Math. 58 (1992), 99–119. Festschrift on the occasion of the 70th birthday of Shmuel Agmon. MR 1226938, DOI 10.1007/BF02790359
- Matthew Folz, Volume growth and stochastic completeness of graphs, Trans. Amer. Math. Soc. 366 (2014), no. 4, 2089–2119. MR 3152724, DOI 10.1090/S0002-9947-2013-05930-2
- Masatoshi Fukushima, Yoichi Oshima, and Masayoshi Takeda, Dirichlet forms and symmetric Markov processes, Second revised and extended edition, De Gruyter Studies in Mathematics, vol. 19, Walter de Gruyter & Co., Berlin, 2011. MR 2778606
- Matthew P. Gaffney, The conservation property of the heat equation on Riemannian manifolds, Comm. Pure Appl. Math. 12 (1959), 1–11. MR 102097, DOI 10.1002/cpa.3160120102
- A. A. Grigor′yan, Stochastically complete manifolds, Dokl. Akad. Nauk SSSR 290 (1986), no. 3, 534–537 (Russian). MR 860324
- Alexander Grigor′yan, Integral maximum principle and its applications, Proc. Roy. Soc. Edinburgh Sect. A 124 (1994), no. 2, 353–362. MR 1273753, DOI 10.1017/S0308210500028511
- Alexander Grigor′yan, Escape rate of Brownian motion on Riemannian manifolds, Appl. Anal. 71 (1999), no. 1-4, 63–89. MR 1690091, DOI 10.1080/00036819908840705
- Alexander Grigor’yan, Heat kernel and analysis on manifolds, AMS/IP Studies in Advanced Mathematics, vol. 47, American Mathematical Society, Providence, RI; International Press, Boston, MA, 2009. MR 2569498, DOI 10.1090/amsip/047
- Alexander Grigor′yan and Elton Hsu, Volume growth and escape rate of Brownian motion on a Cartan-Hadamard manifold, Sobolev spaces in mathematics. II, Int. Math. Ser. (N. Y.), vol. 9, Springer, New York, 2009, pp. 209–225. MR 2484627, DOI 10.1007/978-0-387-85650-6_{1}0
- Alexander Grigor’yan, Jiaxin Hu, and Ka-Sing Lau, Estimates of heat kernels for non-local regular Dirichlet forms, Trans. Amer. Math. Soc. 366 (2014), no. 12, 6397–6441. MR 3267014, DOI 10.1090/S0002-9947-2014-06034-0
- Alexander Grigor’yan, Xueping Huang, and Jun Masamune, On stochastic completeness of jump processes, Math. Z. 271 (2012), no. 3-4, 1211–1239. MR 2945605, DOI 10.1007/s00209-011-0911-x
- Alexander Grigor’yan and Mark Kelbert, On Hardy-Littlewood inequality for Brownian motion on Riemannian manifolds, J. London Math. Soc. (2) 62 (2000), no. 2, 625–639. MR 1783649, DOI 10.1112/S002461070000123X
- Elton P. Hsu and Guangnan Qin, Volume growth and escape rate of Brownian motion on a complete Riemannian manifold, Ann. Probab. 38 (2010), no. 4, 1570–1582. MR 2663637, DOI 10.1214/09-AOP519
- Xueping Huang, Escape rate of Markov chains on infinite graphs, J. Theoret. Probab. 27 (2014), no. 2, 634–682. MR 3195830, DOI 10.1007/s10959-012-0456-x
- Xueping Huang, A note on the volume growth criterion for stochastic completeness of weighted graphs, Potential Anal. 40 (2014), no. 2, 117–142. MR 3152158, DOI 10.1007/s11118-013-9342-0
- Xueping Huang and Yuichi Shiozawa, Upper escape rate of Markov chains on weighted graphs, Stochastic Process. Appl. 124 (2014), no. 1, 317–347. MR 3131296, DOI 10.1016/j.spa.2013.08.004
- Kanji Ichihara, Explosion problems for symmetric diffusion processes, Trans. Amer. Math. Soc. 298 (1986), no. 2, 515–536. MR 860378, DOI 10.1090/S0002-9947-1986-0860378-9
- Nobuyuki Ikeda, Masao Nagasawa, and Shinzo Watanabe, A construction of Markov processes by piecing out, Proc. Japan Acad. 42 (1966), 370–375. MR 202197
- A. Khintchine, Zwei Sätze über stochastische Prozesse mit stabilen Verteilungen, Rec. Math. [Mat. Sbornik] N.S. 3 (45) (1938), 577–584.
- Kazuhiro Kuwae, Functional calculus for Dirichlet forms, Osaka J. Math. 35 (1998), no. 3, 683–715. MR 1648400
- Jun Masamune and Toshihiro Uemura, Conservation property of symmetric jump processes, Ann. Inst. Henri Poincaré Probab. Stat. 47 (2011), no. 3, 650–662 (English, with English and French summaries). MR 2841069, DOI 10.1214/09-AIHP368
- Jun Masamune, Toshihiro Uemura, and Jian Wang, On the conservativeness and the recurrence of symmetric jump-diffusions, J. Funct. Anal. 263 (2012), no. 12, 3984–4008. MR 2990064, DOI 10.1016/j.jfa.2012.09.014
- P. A. Meyer, Renaissance, recollements, mélanges, ralentissement de processus de Markov, Ann. Inst. Fourier (Grenoble) 25 (1975), no. 3-4, xxiii, 465–497 (French, with English summary). MR 415784
- Y\B{o}ichi Ōshima, On conservativeness and recurrence criteria for Markov processes, Potential Anal. 1 (1992), no. 2, 115–131. MR 1245880, DOI 10.1007/BF01789234
- S. Ouyang, Volume growth, comparison theorem and escape rate of diffusion process, preprint.
- René L. Schilling, Conservativeness and extensions of Feller semigroups, Positivity 2 (1998), no. 3, 239–256. MR 1653474, DOI 10.1023/A:1009748105208
- Yuichi Shiozawa, Conservation property of symmetric jump-diffusion processes, Forum Math. 27 (2015), no. 1, 519–548. MR 3334071, DOI 10.1515/forum-2012-0043
- Yuichi Shiozawa and Toshihiro Uemura, Explosion of jump-type symmetric Dirichlet forms on $\Bbb {R}^d$, J. Theoret. Probab. 27 (2014), no. 2, 404–432. MR 3195820, DOI 10.1007/s10959-012-0424-5
- Karl-Theodor Sturm, Analysis on local Dirichlet spaces. I. Recurrence, conservativeness and $L^p$-Liouville properties, J. Reine Angew. Math. 456 (1994), 173–196. MR 1301456, DOI 10.1515/crll.1994.456.173
- Masayoshi Takeda, On a martingale method for symmetric diffusion processes and its applications, Osaka J. Math. 26 (1989), no. 3, 605–623. MR 1021434
- Masayoshi Takeda, On the conservativeness of the Brownian motion on a Riemannian manifold, Bull. London Math. Soc. 23 (1991), no. 1, 86–88. MR 1111541, DOI 10.1112/blms/23.1.86
- Jian Wang, Stability of Markov processes generated by Lévy-type operators, Chinese Ann. Math. Ser. A 32 (2011), no. 1, 33–50 (Chinese, with English and Chinese summaries); English transl., Chinese J. Contemp. Math. 32 (2011), no. 1, 33–52. MR 2663819
Additional Information
- Yuichi Shiozawa
- Affiliation: Department of Environmental and Mathematical Sciences, Graduate School of Natural Science and Technology, Okayama University, Okayama 700-8530, Japan
- MR Author ID: 759966
- Email: shiozawa@ems.okayama-u.ac.jp
- Received by editor(s): October 16, 2013
- Received by editor(s) in revised form: October 6, 2014
- Published electronically: February 10, 2016
- Additional Notes: The author was supported in part by the Grant-in-Aid for Young Scientists (B) 23740078.
- © Copyright 2016 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 368 (2016), 7645-7680
- MSC (2010): Primary 31C25; Secondary 60J75
- DOI: https://doi.org/10.1090/tran6681
- MathSciNet review: 3546778