Parabolic Harnack Inequality for the Mixture of Brownian Motion and Stable Process
Song, Renming ; Vondraček, Zoran
Tohoku Math. J. (2), Tome 59 (2007) no. 1, p. 1-19 / Harvested from Project Euclid
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Let $X$ be a mixture of independent Brownian motion and symmetric stable process. In this paper we establish sharp bounds for transition density of $X$, and prove a parabolic Harnack inequality for nonnegative parabolic functions of $X$.
Publié le : 2007-05-14
Classification:  Parabolic Harnock inequality,  parabolic functions,  Brownian motion,  stable processes,  transition density,  60J45,  60J25,  60J35,  60J75 
@article{1176734744,
     author = {Song, Renming and Vondra\v cek, Zoran},
     title = {Parabolic Harnack Inequality for the Mixture of Brownian Motion and Stable Process},
     journal = {Tohoku Math. J. (2)},
     volume = {59},
     number = {1},
     year = {2007},
     pages = { 1-19},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176734744}
}

Song, Renming; Vondraček, Zoran. Parabolic Harnack Inequality for the Mixture of Brownian Motion and Stable Process. Tohoku Math. J. (2), Tome 59 (2007) no. 1, pp.  1-19. http://gdmltest.u-ga.fr/item/1176734744/