Pregled bibliografske jedinice broj: 857694
Boundary Harnack principle for the absolute value of a one-dimensional subordinate Brownian motion killed at 0
Boundary Harnack principle for the absolute value of a one-dimensional subordinate Brownian motion killed at 0 // Electronic communications in probability, 21 (2016), 84, 12 doi:10.1214/16-ECP28 (međunarodna recenzija, članak, znanstveni)
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Naslov
Boundary Harnack principle for the absolute value of a one-dimensional subordinate Brownian motion killed at 0
Autori
Wagner, Vanja
Izvornik
Electronic communications in probability (1083-589X) 21
(2016);
84, 12
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Green functions ; subordinator ; subordinate Brownian motion ; harmonic functions ; Harnack inequality ; boundary Harnack principle ; Feynman-Kac transform ; conditional gauge theorem
Sažetak
We prove the Harnack inequality and boundary Harnack principle for the absolute value of a one-dimensional recurrent subordinate Brownian motion killed upon hitting 0, when 0 is regular for itself and the Laplace exponent of the subordinator satisfies certain global scaling conditions. Using the conditional gauge theorem for symmetric Hunt processes we prove that the Green function of this process killed outside of some interval $(a, b)$ is comparable to the Green function of the corresponding killed subordinate Brownian motion. We also consider several properties of the compensated resolvent kernel $h$, which is harmonic for our process on $(0, \infty)$.
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:
Vanja Wagner
(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