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

Renming Song; Zoran Vondracek

doi:10.1214/ECP.v9-1114

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

Renming Song
, Zoran Vondracek

Research output: Contribution to journal › Article › peer-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 C^1,1 domain, where the subordinating process is a subordinator whose Laplace exponent has certain asymptotic behavior at infinity.

Original language	English (US)
Pages (from-to)	96-105
Number of pages	10
Journal	Electronic Communications in Probability
Volume	9
DOIs	https://doi.org/10.1214/ECP.v9-1114
State	Published - 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

Online availability

10.1214/ECP.v9-1114

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Cite this

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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.",

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AB - 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.

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KW - Green function

KW - Jumping function

KW - Killed Brownian motion

KW - Subordinator

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DO - 10.1214/ECP.v9-1114

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