[图书][B] Potential analysis of stable processes and its extensions
Stable Lévy processes and related stochastic processes play an important role in stochastic
modelling in applied sciences, in particular in financial mathematics. This book is about the …
modelling in applied sciences, in particular in financial mathematics. This book is about the …
Path integral representation for Schrödinger operators with Bernstein functions of the Laplacian
F Hiroshima, T Ichinose, J Lőrinczi - Reviews in Mathematical …, 2012 - World Scientific
Path integral representations for generalized Schrödinger operators obtained under a class
of Bernstein functions of the Laplacian are established. The one-to-one correspondence of …
of Bernstein functions of the Laplacian are established. The one-to-one correspondence of …
Heat kernel estimates for the fractional Laplacian with Dirichlet conditions
HEAT KERNEL ESTIMATES FOR THE FRACTIONAL LAPLACIAN WITH DIRICHLET
CONDITIONS Page 1 The Annals of Probability 2010, Vol. 38, No. 5, 1901-1923 DOI …
CONDITIONS Page 1 The Annals of Probability 2010, Vol. 38, No. 5, 1901-1923 DOI …
Sharp heat kernel estimates for relativistic stable processes in open sets
In this paper, we establish sharp two-sided estimates for the transition densities of relativistic
stable processes [ie, for the heat kernels of the operators m−(m 2/α− Δ) α/2] in C 1, 1 open …
stable processes [ie, for the heat kernels of the operators m−(m 2/α− Δ) α/2] in C 1, 1 open …
[HTML][HTML] Nonlocal nonlinear diffusion equations. Smoothing effects, Green functions, and functional inequalities
M Bonforte, J Endal - Journal of Functional Analysis, 2023 - Elsevier
We establish boundedness estimates for solutions of generalized porous medium equations
of the form∂ t u+(− L)[um]= 0 in RN×(0, T), where m≥ 1 and− L is a linear, symmetric, and …
of the form∂ t u+(− L)[um]= 0 in RN×(0, T), where m≥ 1 and− L is a linear, symmetric, and …
On the fractional relativistic Schrödinger operator
V Ambrosio - Journal of Differential Equations, 2022 - Elsevier
We collect some interesting results for equations driven by the fractional relativistic
Schrödinger operator (− Δ+ m 2) s with s∈(0, 1) and m> 0. More precisely, for the linear …
Schrödinger operator (− Δ+ m 2) s with s∈(0, 1) and m> 0. More precisely, for the linear …
Suprema of Lévy processes
M Kwaśnicki, J Małecki, M Ryznar - 2013 - projecteuclid.org
In this paper we study the supremum functional M_t=0≤s≤tX_s, where X_t, t\ge0, is a one-
dimensional Lévy process. Under very mild assumptions we provide a simple, uniform …
dimensional Lévy process. Under very mild assumptions we provide a simple, uniform …
Estimates of tempered stable densities
P Sztonyk - Journal of Theoretical Probability, 2010 - Springer
Estimates of Tempered Stable Densities Page 1 J Theor Probab (2010) 23: 127–147 DOI
10.1007/s10959-009-0208-8 Estimates of Tempered Stable Densities Paweł Sztonyk Received …
10.1007/s10959-009-0208-8 Estimates of Tempered Stable Densities Paweł Sztonyk Received …
[HTML][HTML] Transition density estimates for jump Lévy processes
P Sztonyk - Stochastic processes and their applications, 2011 - Elsevier
Transition density estimates for jump Lévy processes - ScienceDirect Skip to main contentSkip
to article Elsevier logo Journals & Books Search RegisterSign in View PDF Download full issue …
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Bessel potentials, hitting distributions and Green functions
T Byczkowski, J Małecki, M Ryznar - Transactions of the American …, 2009 - ams.org
The purpose of the paper is to find explicit formulas for basic objects pertaining to the
potential theory of the operator $(I-\Delta)^{\alpha/2} $, which is based on Bessel potentials …
potential theory of the operator $(I-\Delta)^{\alpha/2} $, which is based on Bessel potentials …