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Sharp Bounds for Green and Jumping Functions of Subordinate Killed Brownian Motions
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Renming Song, University of Illinois, Urbana Zoran Vondracek, University of Zagreb, Croatia |
Abstract
In this paper we obtain sharp bounds for the Green function
and jumping function of a subordinate 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.
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Full text: PDF
Pages: 96-105
Published on: October 6, 2004
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Electronic Communications in Probability. ISSN: 1083-589X |
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