We investigate properties of functions which are harmonic with respect to α-stable processes on d-sets such as the Sierpiński gasket or carpet. We prove the Harnack inequality for such functions. For every process we estimate its transition density and harmonic measure of the ball. We prove continuity of the density of the harmonic measure. We also give some results on the decay rate of harmonic functions on regular subsets of the d-set. In the case of the Sierpiński gasket we even obtain the Boundary...

We construct the heat kernel of the 1/2-order Laplacian perturbed by a first-order gradient term in Hölder spaces and a zero-order potential term in a generalized Kato class, and obtain sharp two-sided estimates as well as a gradient estimate of the heat kernel, where the proof of the lower bound is based on a probabilistic approach.

We consider the fractional Laplacian $-{(-\Delta )}^{\alpha /2}$ on an open subset in ${ℝ}^d$ with zero exterior condition. We establish sharp two-sided estimates for the heat kernel of such a Dirichlet fractional Laplacian in $C^{1,1}$ open sets. This heat kernel is also the transition density of a rotationally symmetric $\alpha$-stable process killed upon leaving a $C^{1,1}$ open set. Our results are the first sharp twosided estimates for the Dirichlet heat kernel of a non-local operator on open sets.

We give sharp estimates for the transition density of the isotropic stable Lévy process killed when leaving a right circular cone.

In this paper, a singular semi-linear parabolic PDE with locally periodic coefficients is homogenized. We substantially weaken previous assumptions on the coefficients. In particular, we prove new ergodic theorems. We show that in such a weak setting on the coefficients, the proper statement of the homogenization property concerns viscosity solutions, though we need a bounded Lipschitz terminal condition.