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Potential theory of subordinate Brownian motions revisited (CROSBI ID 46567)

Prilog u knjizi | izvorni znanstveni rad

Kim, Panki ; Song, Renming ; Vondraček, Zoran Potential theory of subordinate Brownian motions revisited // Stochastic analysis and applications to finance. Essays in honour of Jia-an Yan / Zhang, Tusheng ; Zhou, Xunyu (ur.). Singapur: World Scientific Publishing, 2012. str. 243-290 doi: 10.1142/8364

Podaci o odgovornosti

Kim, Panki ; Song, Renming ; Vondraček, Zoran

engleski

Potential theory of subordinate Brownian motions revisited

The paper discusses and surveys some aspects of the potential theory of subordinate Brownian motion under the assumption that the Laplace exponent of the corresponding subordinator is comparable to a regularly varying function at infinity. This extends some results previously obtained under stronger conditions.

Subordinator, subordinate Brownian motion, potential theory, Green function, Levy density, Harnack inequality, boundary Harnack principle

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Podaci o prilogu

243-290.

objavljeno

10.1142/8364

Podaci o knjizi

Stochastic analysis and applications to finance. Essays in honour of Jia-an Yan

Zhang, Tusheng ; Zhou, Xunyu

Singapur: World Scientific Publishing

2012.

978-981-4383-57-8

Povezanost rada

Matematika

Poveznice