64 research outputs found

    Kato classes for L\'evy processes

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    We prove that the definitions of the Kato class by the semigroup and by the resolvent of the L\'{e}vy process on Rd\mathbb{R}^d coincide if and only if 0 is not regular for {0}. If 0 is regular for {0} then we describe both classes in detail. We also give an analytic reformulation of these results by means of the characteristic (L\'{e}vy-Khintchine) exponent of the process. The result applies to the time-dependent (non-autonomous) Kato class. As one of the consequences we obtain a simultaneous time-space smallness condition equivalent to the Kato class condition given by the semigroup.Comment: 30 pages. We have shortened some argument

    Hitting times of points and intervals for symmetric L\'{e}vy processes

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    For one-dimensional symmetric L\'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a single point or an interval. The estimates are obtained under some weak type scaling assumptions on the characteristic exponent of the process. We apply these results to prove optimal estimates of the transition density of the process killed after hitting B.Comment: 39 page

    Dirichlet heat kernel for unimodal L\'evy processes

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    We estimate the heat kernel of the smooth open set for the isotropic unimodal pure-jump L\'evy process with infinite L\'evy measure and weakly scaling L\'evy-Kchintchine exponent.Comment: 38 page
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