Pregled bibliografske jedinice broj: 638329
Global uniform boundary Harnack principle with explicit decay rate and its application
Global uniform boundary Harnack principle with explicit decay rate and its application // Stochastic processes and their applications, 124 (2014), 1; 235-267 doi:10.1016/j.spa.2013.07.007 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 638329 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Global uniform boundary Harnack principle with explicit decay rate and its application
Autori
Kim, Panki ; Song, Renming ; Vondraček, Zoran
Izvornik
Stochastic processes and their applications (0304-4149) 124
(2014), 1;
235-267
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Levy processes ; subordinate Brownian motions ; harmonic functions ; boundary Harnack principle ; Poisson kernel ; heat kernel ; Green function
Sažetak
In this paper, we consider a large class of subordinate Brownian motions $X$ via subordinators with Laplace exponents which are complete Bernstein functions satisfying some mild scaling conditions at zero and at infinity. We first discuss how such conditions govern the behavior of the subordinator and the corresponding subordinate Brownian motion for both large and small time and space. Then we establish a global uniform boundary Harnack principle in (unbounded) open sets for the subordinate Brownian motion. When the open set satisfies the interior and exterior ball conditions with radius $R >0$, we get a global uniform boundary Harnack principle with explicit decay rate. Our boundary Harnack principle is global in the sense that it holds for all $R>0$ and the comparison constant does not depend on $R$, and it is uniform in the sense that it holds for all balls with radii $r \le R$ and the comparison constant depends neither on $D$ nor on $r$. As an application, we give sharp two-sided estimates for the transition densities and Green functions of such subordinate Brownian motions in the half-space.
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