Pregled bibliografske jedinice broj: 836488
Heat kernel estimates for subordinate Brownian motions
Heat kernel estimates for subordinate Brownian motions // Proceedings of the London mathematical society, 113 (2016), 3; 627-648 doi:10.1112/plms/pdw043 (međunarodna recenzija, članak, znanstveni)
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Naslov
Heat kernel estimates for subordinate Brownian motions
Autori
Mimica, Ante
Izvornik
Proceedings of the London mathematical society (0024-6115) 113
(2016), 3;
627-648
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
heat kernel estimates ; Laplace exponent ; Levy measure ; subordinator ; subordinate Brownian motion
Sažetak
In this article, we study transition probabilities of a class of subordinate Brownian motions. Under mild assumptions on the Laplace exponent of the corresponding subordinator, sharp two- sided estimates of the transition probability are established. This approach, in particular, covers subordinators with Laplace exponents that vary regularly at infinity with index one, for example, $$ \phi(\lambda)=\frac{; ; ; ; ; \lambda}; ; ; ; ; {; ; ; ; ; \log(1+\lambda)}; ; ; ; ; -1 \text{; ; ; ; ; or }; ; ; ; ; \phi(\lambda)=\frac{; ; ; ; ; \lambda}; ; ; ; ; {; ; ; ; ; \log(1+\lambda^{; ; ; ; ; \beta/2}; ; ; ; ; )}; ; ; ; ; , \beta\in (0, 2) $$ that correspond to subordinate Brownian motions with scaling order that is not necessarily strictly between 0 and 2. These estimates are applied to estimate Green function (potential) of subordinate Brownian motion. We also prove the equivalence of the lower scaling condition of the Laplace exponent and the near diagonal upper estimate of the transition estimate.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
HRZZ-IP-2013-11-3526 - Stohastičke metode u analitičkim i primijenjenim problemima (SMAAP) (Vondraček, Zoran, HRZZ - 2013-11) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Profili:
Ante Mimica
(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