Higher order terms of the spectral heat content for killed subordinate and subordinate killed Brownian motions related to symmetric \(\alpha\)-stable processes in \(\mathbb{R}\)
From MaRDI portal
Publication:2148911
DOI10.1007/s11118-021-09916-1zbMath1495.60038arXiv2005.12845OpenAlexW3139376932WikidataQ114689377 ScholiaQ114689377MaRDI QIDQ2148911
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
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
- Unnamed Item
- Unnamed Item
- Unnamed Item
- 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
This page was built for publication: Higher order terms of the spectral heat content for killed subordinate and subordinate killed Brownian motions related to symmetric \(\alpha\)-stable processes in \(\mathbb{R}\)