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Pregled bibliografske jedinice broj: 194369

Potential Theory of Special Subordinators and Subordinate Killed Stable Processes


Song, Renming; Vondraček, Zoran
Potential Theory of Special Subordinators and Subordinate Killed Stable Processes // Journal of theoretical probability, 19 (2006), 4; 817-847 doi:10.1007/s10959-006-0045-y (međunarodna recenzija, članak, znanstveni)


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Naslov
Potential Theory of Special Subordinators and Subordinate Killed Stable Processes

Autori
Song, Renming ; Vondraček, Zoran

Izvornik
Journal of theoretical probability (0894-9840) 19 (2006), 4; 817-847

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
killed Brownian motions ; killed symmetric stable processes ; subordinators ; Bernstein functions ; complete Bernstein functions ; subordination ; harmonic functions ; Green function ; Martin kernel ; Martin boundary ; Harnack inequality

Sažetak
In this paper we introduce a large class of subordinators called special subordinators and study their potential theory. Then we study the potential theory of processes obtained by subordinating a killed symmetric stable process in a bounded open set $D$ with special subordinators. We establish a one-to-one correspondence between the nonnegative harmonic functions of the killed symmetric stable process and the nonnegative harmonic functions of the subordinate killed symmetric stable process. We show that nonnegative harmonic functions of the subordinate killed symmetric stable process are continuous and satisfy a Harnack inequality. We then show that, when $D$ is a bounded $\kappa$-fat set, both the Martin boundary and the minimal Martin boundary of the subordinate killed symmetric stable process in $D$ coincide with the Euclidean boundary $\partial D$.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA


Projekti:
0037107

Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb

Profili:

Avatar Url Zoran Vondraček (autor)

Poveznice na cjeloviti tekst rada:

doi link.springer.com link.springer.com

Citiraj ovu publikaciju:

Song, Renming; Vondraček, Zoran
Potential Theory of Special Subordinators and Subordinate Killed Stable Processes // Journal of theoretical probability, 19 (2006), 4; 817-847 doi:10.1007/s10959-006-0045-y (međunarodna recenzija, članak, znanstveni)
Song, R. & Vondraček, Z. (2006) Potential Theory of Special Subordinators and Subordinate Killed Stable Processes. Journal of theoretical probability, 19 (4), 817-847 doi:10.1007/s10959-006-0045-y.
@article{article, author = {Song, Renming and Vondra\v{c}ek, Zoran}, year = {2006}, pages = {817-847}, DOI = {10.1007/s10959-006-0045-y}, keywords = {killed Brownian motions, killed symmetric stable processes, subordinators, Bernstein functions, complete Bernstein functions, subordination, harmonic functions, Green function, Martin kernel, Martin boundary, Harnack inequality}, journal = {Journal of theoretical probability}, doi = {10.1007/s10959-006-0045-y}, volume = {19}, number = {4}, issn = {0894-9840}, title = {Potential Theory of Special Subordinators and Subordinate Killed Stable Processes}, keyword = {killed Brownian motions, killed symmetric stable processes, subordinators, Bernstein functions, complete Bernstein functions, subordination, harmonic functions, Green function, Martin kernel, Martin boundary, Harnack inequality} }
@article{article, author = {Song, Renming and Vondra\v{c}ek, Zoran}, year = {2006}, pages = {817-847}, DOI = {10.1007/s10959-006-0045-y}, keywords = {killed Brownian motions, killed symmetric stable processes, subordinators, Bernstein functions, complete Bernstein functions, subordination, harmonic functions, Green function, Martin kernel, Martin boundary, Harnack inequality}, journal = {Journal of theoretical probability}, doi = {10.1007/s10959-006-0045-y}, volume = {19}, number = {4}, issn = {0894-9840}, title = {Potential Theory of Special Subordinators and Subordinate Killed Stable Processes}, keyword = {killed Brownian motions, killed symmetric stable processes, subordinators, Bernstein functions, complete Bernstein functions, subordination, harmonic functions, Green function, Martin kernel, Martin boundary, 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


Uključenost u ostale bibliografske baze podataka::


  • MathSciNet
  • Zentrallblatt für Mathematik/Mathematical Abstracts
  • Mathematical Reviews


Citati:





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