Potential Theory of Special Subordinators and Subordinate Killed Stable Processes

By Renming Song, Zoran Vondraček. 2006

59 citations recorded by the source corpus.

Subfields: Applied Mathematics, Computational Theory and Mathematics, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/e173c4efe34e60462a4484eab0fcbf9469bf0232

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In Applied Mathematics

In Computational Theory and Mathematics

In Mathematical Physics

Citations in the corpus

Boundary Harnack principle for subordinate Brownian motions (2007, background): “3 of [25] that the potential measure V of the ladder height process of X has a decreasing density v.”
Smoothness of scale functions for spectrally negative Lévy processes (2009, unknown): “A convenience of this class of φ is that, from Theorem 2.3 of [18] and Theorem 2.1 and Remark 2.2 of [20], the potential density associated to φ , that is to say W (cid:7) , is completely monotone and hence belongs to C ∞ ( 0 , ∞ ) .”
Potential theory of subordinate Brownian motions revisited (2011, background): “A fourth notable omission is the potential theory of subordinate killed Brownian motions developed in [21, 22, 37, 38, 40, 41].”
Convexity and Smoothness of Scale Functions and de Finetti’s Control Problem (2008, methodology): “We will use new potential analytic considerations found in, for example [30, 32], to understand better smoothness properties of scale functions for spectrally negative Lévy processes.”
Dirichlet heat kernel estimates for Δα/2 + Δβ/2 (2010, background): “) Then it follows from [28] that the Green function R U (x, y) of Z a,U is given by”
Special, conjugate and complete scale functions for spectrally negative Lévy processes (2007, background): “A proof of these facts and other interesting results can be found in [56].”
Potential Theory of Geometric Stable Processes (2006, unknown): “It follows from Corollary 2.4.8 of [ 21 ] that µ((t, ∞)) = v(t), t > 0, and so we have µ((t, ∞)) ∼ 1 t α/2 �( 1 − α/2) ,t →∞ .”