Heat kernels for non-symmetric diffusion operators with jumps

For $d\geq 2$, we establish the existence and uniqueness of heat kernels for a large class of time-dependent second order diffusion operator with jumps, which is the sum of time-dependent of a second order elliptic differential operators non-divergence form and a non-local $α$-stable-type operator with bounded time-dependent coefficient. Moreover, we obtain sharp two-sided estimates, gradient estimate and fractional derivative estimate for the heat kernels under some mild conditions. Our approach is mainly analytic but also uses some probabilistic techniques.

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