On the trace of unimodal Lévy processes on Lipschitz domains

Abstract: We show that the second term in the asymptotic expansion as t approaches 0 of the trace of the Dirichlet heat kernel on Lipschitz domains for unimodal L\'evy processes, satisfying some weak scaling conditions, is given by the surface area of the boundary of the domain. This brings the asymptotics for the trace of unimodal L\'evy processes in domains of Euclidean space on par with those of symmetric stable processes as far as boundary smoothness is concerned.