Potential theory of subordinate Brownian motions revisited
By Panki Kim, Renming Song, Zoran Vondraček. 2011
84 citations recorded by the source corpus.
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.
Subfields: Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/1c78b926ff9d66a8378350292574e2e75cd975ca
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In Finance
- Renming Song
- Panki Kim
- M. Ryznar
- Zoran Vondraček
- Mateusz Kwaśnicki
- J. Małecki
- K. Kaleta
- J'ozsef LHorinczi
In Mathematical Physics
- Renming Song
- Panki Kim
- Zoran Vondraček
- Mateusz Kwaśnicki
- M. Ryznar
- J. Małecki
- K. Kaleta
- J'ozsef LHorinczi
Citations in the corpus
- Gradient estimates of harmonic functions and transition densities for Levy processes (2013, unknown): “5 [18]): (a) For any K > 0 there is c = c(K) such that νS(r) ≤ cνS(2r), 0 < r < K.”
- Two‐sided Green function estimates for killed subordinate Brownian motions (2010, methodology): “Proofs of these weaker results can be found in [21].”
- Suprema of Lévy processes (2011, methodology): “6) was obtained independently in [25], Proposition 3.”
- Pointwise eigenfunction estimates and intrinsic ultracontractivity-type properties of Feynman-Kac semigroups for a class of L\'{e}vy processes (2012, background): “Note that the first part of the above assumption is satisfied by a large class of Lévy processes including subordinate Brownian motion [50] provided that they are not compound Poisson processes.”