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Pregled bibliografske jedinice broj: 581794

Harnack inequalities for subordinate Brownian motions


Kim, Panki; Mimica, Ante
Harnack inequalities for subordinate Brownian motions // Electronic journal of probability, 17 (2012), 34-1 (međunarodna recenzija, članak, znanstveni)


CROSBI ID: 581794 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Harnack inequalities for subordinate Brownian motions

Autori
Kim, Panki ; Mimica, Ante

Izvornik
Electronic journal of probability (1083-6489) 17 (2012); 34-1

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

Ključne riječi
geometric stable process; Green function; Harnack inequality; Poisson kernel; harmonic function; potential; subordinator; subordinate Brownian motion

Sažetak
We consider a subordinate Brownian motion $X$ in $\mathbb{; ; ; R}; ; ; ^d$, $d \ge 1$, where the Laplace exponent $\phi$ of the corresponding subordinator satisfies some mild conditions. The scale invariant Harnack inequality is proved for $X$.We first give new forms of asymptotical properties of the L\' evy and potential density of the subordinator near zero. Using these results we find asymptotics of the L\' evy density and potential density of $X$ near the origin, which is essential to our approach. The examples which are covered by our results include geometric stable processes and relativistic geometric stable processes, i.e. the cases when the subordinator has the Laplace exponent \[ \phi(\lambda)=\log(1+\lambda^{; ; ; \alpha/2}; ; ; ) (0<\alpha\leq 2) \] and \[ \phi(\lambda)=\log(1+(\lambda+m^{; ; ; \alpha/2}; ; ; )^{; ; ; 2/\alpha}; ; ; -m) (0<\alpha<2, \, m>0)\, . \]}; ; ;

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA


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

Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb

Profili:

Avatar Url Ante Mimica (autor)

Citiraj ovu publikaciju:

Kim, Panki; Mimica, Ante
Harnack inequalities for subordinate Brownian motions // Electronic journal of probability, 17 (2012), 34-1 (međunarodna recenzija, članak, znanstveni)
Kim, P. & Mimica, A. (2012) Harnack inequalities for subordinate Brownian motions. Electronic journal of probability, 17, 34-1.
@article{article, author = {Kim, Panki and Mimica, Ante}, year = {2012}, pages = {34-1-34-23}, keywords = {geometric stable process, Green function, Harnack inequality, Poisson kernel, harmonic function, potential, subordinator, subordinate Brownian motion}, journal = {Electronic journal of probability}, volume = {17}, issn = {1083-6489}, title = {Harnack inequalities for subordinate Brownian motions}, keyword = {geometric stable process, Green function, Harnack inequality, Poisson kernel, harmonic function, potential, subordinator, subordinate Brownian motion} }
@article{article, author = {Kim, Panki and Mimica, Ante}, year = {2012}, pages = {34-1-34-23}, keywords = {geometric stable process, Green function, Harnack inequality, Poisson kernel, harmonic function, potential, subordinator, subordinate Brownian motion}, journal = {Electronic journal of probability}, volume = {17}, issn = {1083-6489}, title = {Harnack inequalities for subordinate Brownian motions}, keyword = {geometric stable process, Green function, Harnack inequality, Poisson kernel, harmonic function, potential, subordinator, subordinate Brownian motion} }

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





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