Dirichlet heat kernel for unimodal Lévy processes

By Krzysztof Bogdan, T. Grzywny, M. Ryznar. 2014

57 citations recorded by the source corpus.

We estimate the heat kernel of the smooth open set for the isotropic unimodal pure-jump Levy process with infinite Levy measure and weakly scaling Levy–Khintchine exponent.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/2ed121c6516865c4b35a6d42b80bf3ed3b00c3ed

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Krzysztof Bogdan
2. M. Ryznar
3. T. Grzywny
4. Xavier Ros-Oton
5. Renming Song
6. Panki Kim
7. Tadeusz Kulczycki
8. Paweł Sztonyk

In Mathematical Physics

1. M. Ryznar
2. T. Grzywny
3. Krzysztof Bogdan
4. Xavier Ros-Oton
5. Tomasz Jakubowski
6. Paweł Sztonyk
7. Renming Song
8. Zhen-Qing Chen

Citations in the corpus

• Barriers, exit time and survival probability for unimodal Lévy processes (2013, methodology): “Furthermore, in [9] we give applications to heat kernels for the corresponding Dirichlet problem in C(1,1) open sets.”