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Pregled bibliografske jedinice broj: 598340

Analysis of jump processes with nondegenerate jumping kernels

Kassmann, Moritz; Mimica, Ante
Analysis of jump processes with nondegenerate jumping kernels // Stochastic processes and their applications, 123 (2012), 2; 629-650 doi:10.1016/j.spa.2012.09.016 (međunarodna recenzija, članak, znanstveni)

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Naslov
Analysis of jump processes with nondegenerate jumping kernels

Autori
Kassmann, Moritz ; Mimica, Ante

Izvornik
Stochastic processes and their applications (0304-4149) 123 (2012), 2; 629-650

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

Ključne riječi
jump process; harmonic function; regularity estimate; Harnack inequality

Sažetak
We prove regularity estimates for functions which are harmonic with respect to certain jump processes. The aim of this article is to extend the method of Bass-Levin[BL02] and Bogdan-Sztonyk[BS05] to more general processes. Furthermore, we establish a new version of the Harnack inequality that implies regularity estimates for corresponding harmonic functions.

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)

Poveznice na cjeloviti tekst rada:

doi www.sciencedirect.com dx.doi.org

Citiraj ovu publikaciju:

Kassmann, Moritz; Mimica, Ante
Analysis of jump processes with nondegenerate jumping kernels // Stochastic processes and their applications, 123 (2012), 2; 629-650 doi:10.1016/j.spa.2012.09.016 (međunarodna recenzija, članak, znanstveni)
Kassmann, M. & Mimica, A. (2012) Analysis of jump processes with nondegenerate jumping kernels. Stochastic processes and their applications, 123 (2), 629-650 doi:10.1016/j.spa.2012.09.016.
@article{article, author = {Kassmann, Moritz and Mimica, Ante}, year = {2012}, pages = {629-650}, DOI = {10.1016/j.spa.2012.09.016}, keywords = {jump process, harmonic function, regularity estimate, Harnack inequality}, journal = {Stochastic processes and their applications}, doi = {10.1016/j.spa.2012.09.016}, volume = {123}, number = {2}, issn = {0304-4149}, title = {Analysis of jump processes with nondegenerate jumping kernels}, keyword = {jump process, harmonic function, regularity estimate, Harnack inequality} }
@article{article, author = {Kassmann, Moritz and Mimica, Ante}, year = {2012}, pages = {629-650}, DOI = {10.1016/j.spa.2012.09.016}, keywords = {jump process, harmonic function, regularity estimate, Harnack inequality}, journal = {Stochastic processes and their applications}, doi = {10.1016/j.spa.2012.09.016}, volume = {123}, number = {2}, issn = {0304-4149}, title = {Analysis of jump processes with nondegenerate jumping kernels}, keyword = {jump process, harmonic function, regularity estimate, 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

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