Spectral heat content for time-changed killed Brownian motions
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Publication:6161607
DOI10.1007/S10959-022-01188-8arXiv2007.05776OpenAlexW3041645357WikidataQ114689698 ScholiaQ114689698MaRDI QIDQ6161607FDOQ6161607
Authors: Kei Kobayashi, Hyunchul Park 
Publication date: 5 June 2023
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Abstract: The spectral heat content is investigated for time-changed killed Brownian motions on C1,1 open sets, where the time change is given by either a subordinator or an inverse subordinator, with the underlying Laplace exponent being regularly varying at infty with index �eta in (0, 1). In the case of inverse subordinators, the asymptotic limit of the spectral heat content is shown to involve a probabilistic term depending only on �eta in (0, 1). In contrast, in the case of subordinators, this universality holds only when �eta in ( 1/2 , 1).
Full work available at URL: https://arxiv.org/abs/2007.05776
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Processes with independent increments; Lévy processes (60G51) Anomalous diffusion models (subdiffusion, superdiffusion, continuous-time random walks, etc.) (60K50)
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Cited In (5)
- Spectral representation of one-dimensional Liouville Brownian motion and Liouville Brownian excursion
- Spectral heat content on a class of fractal sets for subordinate killed Brownian motions
- Large-time and small-time behaviors of the spectral heat content for time-changed stable processes
- Regularity and asymptotics of densities of inverse subordinators
- A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes
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