Large-time and small-time behaviors of the spectral heat content for time-changed stable processes
From MaRDI portal
Publication:2675980
DOI10.1214/22-ECP478WikidataQ114608820 ScholiaQ114608820MaRDI QIDQ2675980
Publication date: 26 September 2022
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.08509
Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Small ball probabilities for a class of time-changed self-similar processes
- On the one dimensional spectral heat content for stable processes
- Heat content for stable processes in domains of \(\mathbb {R}^d\)
- Spectral heat content for \(\alpha \)-stable processes in \({C^{1,1}}\) open sets
- Higher order terms of the spectral heat content for killed subordinate and subordinate killed Brownian motions related to symmetric \(\alpha\)-stable processes in \(\mathbb{R}\)
- Beyond the Triangle
- Small time asymptotics of spectral heat contents for subordinate killed Brownian motions related to isotropic α‐stable processes
- Spectral heat content for Lévy processes
- Stochastic models for fractional calculus
- Spectral heat content for time-changed killed Brownian motions