کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155694 958759 2013 32 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Potential theory of subordinate Brownian motions with Gaussian components
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Potential theory of subordinate Brownian motions with Gaussian components
چکیده انگلیسی

In this paper we study a subordinate Brownian motion with a Gaussian component and a rather general discontinuous part. The assumption on the subordinator is that its Laplace exponent is a complete Bernstein function with a Lévy density satisfying a certain growth condition near zero. The main result is a boundary Harnack principle with explicit boundary decay rate for non-negative harmonic functions of the process in C1,1C1,1 open sets. As a consequence of the boundary Harnack principle, we establish sharp two-sided estimates on the Green function of the subordinate Brownian motion in any bounded C1,1C1,1 open set DD and identify the Martin boundary of DD with respect to the subordinate Brownian motion with the Euclidean boundary.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 3, March 2013, Pages 764–795
نویسندگان
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