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Pregled bibliografske jedinice broj: 857694

Boundary Harnack principle for the absolute value of a one-dimensional subordinate Brownian motion killed at 0


Wagner, Vanja
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:

Avatar Url Vanja Wagner (autor)

Poveznice na cjeloviti tekst rada:

doi projecteuclid.org

Citiraj ovu publikaciju:

Wagner, Vanja
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)
Wagner, V. (2016) Boundary Harnack principle for the absolute value of a one-dimensional subordinate Brownian motion killed at 0. Electronic communications in probability, 21, 84, 12 doi:10.1214/16-ECP28.
@article{article, author = {Wagner, Vanja}, year = {2016}, pages = {12}, DOI = {10.1214/16-ECP28}, chapter = {84}, keywords = {Green functions, subordinator, subordinate Brownian motion, harmonic functions, Harnack inequality, boundary Harnack principle, Feynman-Kac transform, conditional gauge theorem}, journal = {Electronic communications in probability}, doi = {10.1214/16-ECP28}, volume = {21}, issn = {1083-589X}, title = {Boundary Harnack principle for the absolute value of a one-dimensional subordinate Brownian motion killed at 0}, keyword = {Green functions, subordinator, subordinate Brownian motion, harmonic functions, Harnack inequality, boundary Harnack principle, Feynman-Kac transform, conditional gauge theorem}, chapternumber = {84} }
@article{article, author = {Wagner, Vanja}, year = {2016}, pages = {12}, DOI = {10.1214/16-ECP28}, chapter = {84}, keywords = {Green functions, subordinator, subordinate Brownian motion, harmonic functions, Harnack inequality, boundary Harnack principle, Feynman-Kac transform, conditional gauge theorem}, journal = {Electronic communications in probability}, doi = {10.1214/16-ECP28}, volume = {21}, issn = {1083-589X}, title = {Boundary Harnack principle for the absolute value of a one-dimensional subordinate Brownian motion killed at 0}, keyword = {Green functions, subordinator, subordinate Brownian motion, harmonic functions, Harnack inequality, boundary Harnack principle, Feynman-Kac transform, conditional gauge theorem}, chapternumber = {84} }

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


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