Higher order terms of the spectral heat content for killed subordinate and subordinate killed Brownian motions related to symmetric \(\alpha\)-stable processes in \(\mathbb{R}\)

DOI10.1007/s11118-021-09916-1zbMath1495.60038arXiv2005.12845OpenAlexW3139376932WikidataQ114689377 ScholiaQ114689377MaRDI QIDQ2148911

Hyunchul Park

Publication date: 24 June 2022

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.12845

zbMATH Keywords

subordinate killed Brownian motionsspectral heat contentkilled subordinate Brownian motions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Stable stochastic processes (60G52)

Related Items (3)

Spectral heat content for \(\alpha \)-stable processes in \({C^{1,1}}\) open sets ⋮ Large-time and small-time behaviors of the spectral heat content for time-changed stable processes ⋮ A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes

Cites Work

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• On the one dimensional spectral heat content for stable processes
• New families of subordinators with explicit transition probability semigroup
• Heat content for stable processes in domains of \(\mathbb {R}^d\)
• Brownian Motion, Martingales, and Stochastic Calculus
• The Maximum of Sums of Stable Random Variables
• Some Theorems on Stable Processes
• Small time asymptotics of spectral heat contents for subordinate killed Brownian motions related to isotropic α‐stable processes
• Spectral heat content for Lévy processes

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