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2004 Sharp Bounds for Green and Jumping Functions of Subordinate Killed Brownian Motions
Renming Song, Zoran Vondracek
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Electron. Commun. Probab. 9: 96-105 (2004). DOI: 10.1214/ECP.v9-1114

Abstract

In this paper we obtain sharp bounds for the Green function and jumping function of a subordinate killed Brownian motion in a bounded $C^{1,1}$ domain, where the subordinating process is a subordinator whose Laplace exponent has certain asymptotic behavior at infinity.

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Renming Song. Zoran Vondracek. "Sharp Bounds for Green and Jumping Functions of Subordinate Killed Brownian Motions." Electron. Commun. Probab. 9 96 - 105, 2004. https://doi.org/10.1214/ECP.v9-1114

Information

Accepted: 6 October 2004; Published: 2004
First available in Project Euclid: 26 May 2016

zbMATH: 1060.60078
MathSciNet: MR2108856
Digital Object Identifier: 10.1214/ECP.v9-1114

Subjects:
Primary: 60J45
Secondary: 60J75

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