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Pregled bibliografske jedinice broj: 1033251

Censored symmetric Lévy-type processes


Wagner, Vanja
Censored symmetric Lévy-type processes // Forum mathematicum, 31 (2019), 6; 1351-1368 doi:10.1515/forum-2018-0076 (međunarodna recenzija, članak, znanstveni)


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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:

Avatar Url Vanja Wagner (autor)

Poveznice na cjeloviti tekst rada:

doi www.degruyter.com doi.org

Citiraj ovu publikaciju:

Wagner, Vanja
Censored symmetric Lévy-type processes // Forum mathematicum, 31 (2019), 6; 1351-1368 doi:10.1515/forum-2018-0076 (međunarodna recenzija, članak, znanstveni)
Wagner, V. (2019) Censored symmetric Lévy-type processes. Forum mathematicum, 31 (6), 1351-1368 doi:10.1515/forum-2018-0076.
@article{article, author = {Wagner, Vanja}, year = {2019}, pages = {1351-1368}, DOI = {10.1515/forum-2018-0076}, keywords = {Censored L\'{e}vy process, Dirichlet space, 3G inequality, harmonic function, scale invariant Harnack inequality}, journal = {Forum mathematicum}, doi = {10.1515/forum-2018-0076}, volume = {31}, number = {6}, issn = {0933-7741}, title = {Censored symmetric L\'{e}vy-type processes}, keyword = {Censored L\'{e}vy process, Dirichlet space, 3G inequality, harmonic function, scale invariant Harnack inequality} }
@article{article, author = {Wagner, Vanja}, year = {2019}, pages = {1351-1368}, DOI = {10.1515/forum-2018-0076}, keywords = {Censored L\'{e}vy process, Dirichlet space, 3G inequality, harmonic function, scale invariant Harnack inequality}, journal = {Forum mathematicum}, doi = {10.1515/forum-2018-0076}, volume = {31}, number = {6}, issn = {0933-7741}, title = {Censored symmetric L\'{e}vy-type processes}, keyword = {Censored L\'{e}vy process, Dirichlet space, 3G inequality, harmonic function, scale invariant Harnack inequality} }

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


Citati:





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