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arxiv: 2109.10482 · v1 · pith:CHGDNR3Knew · submitted 2021-09-22 · 🧮 math.PR

On the comparison between jump processes and subordinated diffusions

classification 🧮 math.PR
keywords jumpprocesskerneldiffusionprocessessatisfiesboundsestimate
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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 processes 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 satisfies the parabolic Harnack inequality.

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