Potential Theory of Subordinate Brownian Motion
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Publication:3069337
DOI10.1007/978-3-642-02141-1_5zbMATH Open1203.60118OpenAlexW216039367MaRDI QIDQ3069337FDOQ3069337
Authors: Zoran Vondraček, Renming Song 
Publication date: 25 January 2011
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-02141-1_5
Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45)
Cited In (23)
- Heat kernel estimates for subordinate Brownian motions
- Quasi-invariance under flows generated by non-linear PDEs
- Confined random motion with Laplace and Linnik statistics
- Potential theory of subordinate killed Brownian motion
- A general control variate method for Lévy models in finance
- Minimal thinness with respect to subordinate killed Brownian motions
- Higher order eigenvalues for non-local Schrödinger operators
- Coupling for Ornstein-Uhlenbeck processes with jumps
- Equivalent measure changes for subordinate diffusions
- Minimal thinness with respect to symmetric Lévy processes
- TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS
- Coupling property and gradient estimates of Lévy processes via the symbol
- Unavoidable collections of balls for isotropic Lévy processes
- Constructions of coupling processes for Lévy processes
- Variance gamma (nonlocal) equations
- Duality of fractional systems
- New families of subordinators with explicit transition probability semigroup
- Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups
- Differentiability of spectral functions for nearly stable processes and large deviations
- Heat kernel asymptotics of the subordinator and subordinate Brownian motion
- Gradient estimate for Ornstein-Uhlenbeck jump processes
- Schrödinger equations with smooth measure potential and general measure data
- Lévy mixing related to distributed order calculus, subordinators and slow diffusions
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