Pregled bibliografske jedinice broj: 431873
On the potential theory of one-dimensional subordinate Brownian motions with continuous components
On the potential theory of one-dimensional subordinate Brownian motions with continuous components // Potential analysis, 33 (2010), 2; 153-173 doi:10.1007/s11118-009-9163-3 (međunarodna recenzija, članak, znanstveni)
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Naslov
On the potential theory of one-dimensional subordinate Brownian motions with continuous components
Autori
Kim, Panki ; Song, Renming ; Vondraček, Zoran
Izvornik
Potential analysis (0926-2601) 33
(2010), 2;
153-173
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
subordinator ; subordinate Brownian motion ; Green function ; Poisson kernel ; boundary Harnack principle
Sažetak
Suppose that $S$ is a subordinator with a nonzero drift and $W$ is an independent 1-dimensional Brownian motion. We study the subordinate Brownian motion $X$ defined by $X_t=W(S_t)$. We give sharp bounds for the Green function of the process $X$ killed upon exiting a bounded open interval and prove a boundary Harnack principle. In the case when $S$ is a stable subordinator with a positive drift, we prove sharp bounds for the Green function of $X$ in $(0, \infty)$, and sharp bounds for the Poisson kernel of $X$ in a bounded open interval.
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:
Zoran Vondraček
(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
Uključenost u ostale bibliografske baze podataka::
- MathSciNet
- Zentrallblatt für Mathematik/Mathematical Abstracts