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Feynman-Kac Penalisations of Symmetric Stable Processes
symmetric stable process Feynman-Kac functional penalisation Kato measure
2010/2/24
In K. Yano, Y. Yano and M. Yor (2009), limit theorems for the one-dimensional symmetric α-stable process normalized by negative (killing) Feynman-Kac functionals were studied. We consider the same pro...
Properties of Green function of symmetric stable processes
Properties of Green function symmetric stable processes
2009/9/22
We study the Green function G,(x, y) of symmetric
w-stable processes in for an open set D (0 < a < 2, d 3 3). Our main
result gives the upper and the lower bound estimates of G,(x, y) for
a bounded...
Exist time and Green function of cone for symmetric stable processes
symmetric stable process harmonic measure Green function exit time cone
2009/9/22
We obtain estimates of the harmonic measure and the
expectation of the exit time of a bounded cone for symmetric a-stable
processes XI in Rd (a~(O,2)d, 2 3). This enables us to study the
asymptotic...
The estimates for the Green Function in Lipschitz domains for the symmetric stable processes
Green function Lipschitz domain Poisson kernel boundary Harnack principle
2009/9/21
We give sharp global estimates for the Green function,
Martin kernel and Poisson kernel in Lipschitz domains for symmetric
a-stable processes. We give some applications of the estimates.