Abstract
Let X be a mixture of independent Brownian motion and symmetric stable process. In this paper we establish sharp bounds for transition density of X, and prove a parabolic Harnack inequality for nonnegative parabolic functions of X.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1-19 |
| Number of pages | 19 |
| Journal | Tohoku Mathematical Journal |
| Volume | 59 |
| Issue number | 1 |
| DOIs | |
| State | Published - Mar 2007 |
Keywords
- Brownian motion
- Parabolic functions
- Parabolic harnack inequality
- Stable processes
- Transition density
ASJC Scopus subject areas
- Mathematics(all)