Pregled bibliografske jedinice broj: 1033251
Censored symmetric Lévy-type processes
Censored symmetric Lévy-type processes // Forum mathematicum, 31 (2019), 6; 1351-1368 doi:10.1515/forum-2018-0076 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 1033251 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Censored symmetric Lévy-type processes
Autori
Wagner, Vanja
Izvornik
Forum mathematicum (0933-7741) 31
(2019), 6;
1351-1368
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Censored Lévy process ; Dirichlet space ; 3G inequality ; harmonic function ; scale invariant Harnack inequality
Sažetak
We examine three equivalent constructions of a censored symmetric purely discontinuous Lévy process on an open set D ; via the corresponding Dirichlet form, through the Feynman–Kac transform of the Lévy process killed outside of D and from the same killed process by the Ikeda–Nagasawa–Watanabe piecing together procedure. By applying the trace theorem on n-sets for Besov-type spaces of generalized smoothness associated with complete Bernstein functions satisfying certain scaling conditions, we analyze the boundary behavior of the corresponding censored Lévy process and determine conditions under which the process approaches the boundary ∂D in finite time. Furthermore, we prove a stronger version of the 3G inequality and its generalized version for Green functions of purely discontinuous Lévy processes on κ-fat open sets. Using this result, we obtain the scale invariant Harnack inequality for the corresponding censored process.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
HRZZ-IP-2013-11-3526 - Stohastičke metode u analitičkim i primijenjenim problemima (SMAAP) (Vondraček, Zoran, HRZZ - 2013-11) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Profili:
Vanja Wagner
(autor)
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus