Abstract
Consider the following nonlocal integro-differential operator: for \(\alpha \in (0,2)\),
where \(\sigma {:}{\mathbb {R}}^d\rightarrow {\mathbb {R}}^d\otimes {\mathbb {R}}^d\) and \(b{:}{\mathbb {R}}^d\rightarrow {\mathbb {R}}^d\) are smooth and have bounded first-order derivatives, and p.v. stands for the Cauchy principal value. Let \(B_1(x):=\sigma (x)\) and \(B_{j+1}(x):=b(x)\cdot \nabla B_j(x)-\nabla b(x)\cdot B_j(x)\) for \(j\in {\mathbb {N}}\). Under the following Hörmander’s type condition: for any \(x\in {\mathbb {R}}^d\) and some \(n=n(x)\in {\mathbb {N}}\),
by using the Malliavin calculus, we prove the existence of the heat kernel \(\rho _t(x,y)\) to the operator \({\mathcal {L}}^{(\alpha )}_{\sigma ,b}\) as well as the continuity of \(x\mapsto \rho _t(x,\cdot )\) in \(L^1({\mathbb {R}}^d)\) as a density function for each \(t>0\). Moreover, when \(\sigma (x)=\sigma \) is constant and \(B_j\in C^\infty _b\) for each \(j\in {\mathbb {N}}\), under the following uniform Hörmander’s type condition: for some \(j_0\in {\mathbb {N}}\),
we also show the smoothness of \((t,x,y)\mapsto \rho _t(x,y)\) with \(\rho _t(\cdot ,\cdot )\in C^\infty _b({\mathbb {R}}^d\times {\mathbb {R}}^d)\) for each \(t>0\).
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Acknowledgments
The author is very grateful to Hua Chen, Zhen-Qing Chen, Zhao Dong, Xuhui Peng and Feng-Yu Wang for their quite useful conversations. This work was supported by NSFs of China (Nos. 11271294, 11325105) and Program for New Century Excellent Talents in University (NCET-10-0654).
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Dedicated to the memory of Professor Paul Malliavin.
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Zhang, X. Fundamental Solutions of Nonlocal Hörmander’s Operators. Commun. Math. Stat. 4, 359–402 (2016). https://doi.org/10.1007/s40304-016-0090-5
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DOI: https://doi.org/10.1007/s40304-016-0090-5