Potential theory of subordinate Brownian motions revisited (CROSBI ID 46567)
Prilog u knjizi | izvorni znanstveni rad
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