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2007 Parabolic Harnack Inequality for the Mixture of Brownian Motion and Stable Process
Renming Song, Zoran Vondraček
Tohoku Math. J. (2) 59(1): 1-19 (2007). DOI: 10.2748/tmj/1176734744

Abstract

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 $X$.

Citation

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Renming Song. Zoran Vondraček. "Parabolic Harnack Inequality for the Mixture of Brownian Motion and Stable Process." Tohoku Math. J. (2) 59 (1) 1 - 19, 2007. https://doi.org/10.2748/tmj/1176734744

Information

Published: 2007
First available in Project Euclid: 16 April 2007

zbMATH: 1143.60049
MathSciNet: MR2321989
Digital Object Identifier: 10.2748/tmj/1176734744

Subjects:
Primary: 60J45
Secondary: 60J25 , 60J35 , 60J75

Keywords: Brownian motion , parabolic functions , Parabolic Harnock inequality , Stable processes , Transition density

Rights: Copyright © 2007 Tohoku University

Vol.59 • No. 1 • 2007
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