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Pregled bibliografske jedinice broj: 638329

Global uniform boundary Harnack principle with explicit decay rate and its application


Kim, Panki; Song, Renming; Vondraček, Zoran
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)


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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:

Avatar Url Zoran Vondraček (autor)

Poveznice na cjeloviti tekst rada:

doi www.sciencedirect.com www.sciencedirect.com

Citiraj ovu publikaciju:

Kim, Panki; Song, Renming; Vondraček, Zoran
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)
Kim, P., Song, R. & Vondraček, Z. (2014) Global uniform boundary Harnack principle with explicit decay rate and its application. Stochastic processes and their applications, 124 (1), 235-267 doi:10.1016/j.spa.2013.07.007.
@article{article, author = {Kim, Panki and Song, Renming and Vondra\v{c}ek, Zoran}, year = {2014}, pages = {235-267}, DOI = {10.1016/j.spa.2013.07.007}, keywords = {Levy processes, subordinate Brownian motions, harmonic functions, boundary Harnack principle, Poisson kernel, heat kernel, Green function}, journal = {Stochastic processes and their applications}, doi = {10.1016/j.spa.2013.07.007}, volume = {124}, number = {1}, issn = {0304-4149}, title = {Global uniform boundary Harnack principle with explicit decay rate and its application}, keyword = {Levy processes, subordinate Brownian motions, harmonic functions, boundary Harnack principle, Poisson kernel, heat kernel, Green function} }
@article{article, author = {Kim, Panki and Song, Renming and Vondra\v{c}ek, Zoran}, year = {2014}, pages = {235-267}, DOI = {10.1016/j.spa.2013.07.007}, keywords = {Levy processes, subordinate Brownian motions, harmonic functions, boundary Harnack principle, Poisson kernel, heat kernel, Green function}, journal = {Stochastic processes and their applications}, doi = {10.1016/j.spa.2013.07.007}, volume = {124}, number = {1}, issn = {0304-4149}, title = {Global uniform boundary Harnack principle with explicit decay rate and its application}, keyword = {Levy processes, subordinate Brownian motions, harmonic functions, boundary Harnack principle, Poisson kernel, heat kernel, Green function} }

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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