Sharp bounds for green functions and jumping functions of subordinate killed brownian motions in bounded C1,1 domains

Renming Song, Zoran Vondracek

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper we obtain sharp bounds for the Green function and jumping function of a sub-ordinate killed Brownian motion in a bounded C1,1 domain, where the subordinating process is a subordinator whose Laplace exponent has certain asymptotic behavior at infinity.

Original languageEnglish (US)
Pages (from-to)96-105
Number of pages10
JournalElectronic Communications in Probability
Volume9
DOIs
StatePublished - Jan 1 2004

Keywords

  • Dirichlet form
  • Green function
  • Jumping function
  • Killed Brownian motion
  • Subordinator

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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