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Pregled bibliografske jedinice broj: 300073

Parabolic Harnack Inequality for the Mixture of Brownian Motion and Stable Process


Song, Renming; Vondraček, Zoran
Parabolic Harnack Inequality for the Mixture of Brownian Motion and Stable Process // Tohoku mathematical journal, 59 (2007), 1; 1-19 doi:10.2748/tmj/1176734744 (međunarodna recenzija, članak, znanstveni)


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Naslov
Parabolic Harnack Inequality for the Mixture of Brownian Motion and Stable Process

Autori
Song, Renming ; Vondraček, Zoran

Izvornik
Tohoku mathematical journal (0040-8735) 59 (2007), 1; 1-19

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

Ključne riječi
Parabolic Harnack inequality ; parabolic functions ; Brownian motion ; stable processes ; transition density

Sažetak
Let $X$ be a mixture of independent Brownian motion and symmetric stable process. In this paper we establish sharp bounds for transition density of $X$, and prove a parabolic Harnack inequality for nonnegative parabolic functions of $X$.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA


Projekti:
MZOS-037-0372790-2801 - Slučajni procesi sa skokovima (Vondraček, Zoran, MZOS ) ( CroRIS)

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

Profili:

Avatar Url Zoran Vondraček (autor)

Poveznice na cjeloviti tekst rada:

doi projecteuclid.org projecteuclid.org

Citiraj ovu publikaciju:

Song, Renming; Vondraček, Zoran
Parabolic Harnack Inequality for the Mixture of Brownian Motion and Stable Process // Tohoku mathematical journal, 59 (2007), 1; 1-19 doi:10.2748/tmj/1176734744 (međunarodna recenzija, članak, znanstveni)
Song, R. & Vondraček, Z. (2007) Parabolic Harnack Inequality for the Mixture of Brownian Motion and Stable Process. Tohoku mathematical journal, 59 (1), 1-19 doi:10.2748/tmj/1176734744.
@article{article, author = {Song, Renming and Vondra\v{c}ek, Zoran}, year = {2007}, pages = {1-19}, DOI = {10.2748/tmj/1176734744}, keywords = {Parabolic Harnack inequality, parabolic functions, Brownian motion, stable processes, transition density}, journal = {Tohoku mathematical journal}, doi = {10.2748/tmj/1176734744}, volume = {59}, number = {1}, issn = {0040-8735}, title = {Parabolic Harnack Inequality for the Mixture of Brownian Motion and Stable Process}, keyword = {Parabolic Harnack inequality, parabolic functions, Brownian motion, stable processes, transition density} }
@article{article, author = {Song, Renming and Vondra\v{c}ek, Zoran}, year = {2007}, pages = {1-19}, DOI = {10.2748/tmj/1176734744}, keywords = {Parabolic Harnack inequality, parabolic functions, Brownian motion, stable processes, transition density}, journal = {Tohoku mathematical journal}, doi = {10.2748/tmj/1176734744}, volume = {59}, number = {1}, issn = {0040-8735}, title = {Parabolic Harnack Inequality for the Mixture of Brownian Motion and Stable Process}, keyword = {Parabolic Harnack inequality, parabolic functions, Brownian motion, stable processes, transition density} }

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


Citati:





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