On the one dimensional spectral Heat content for stable processes
Gespeichert in:
| Verfasser: | |
|---|---|
| Format: | artículo original |
| Publikationsdatum: | 2016 |
| Beschreibung: | This paper provides the second term in the small time asymptotic expansion of the spectral heat content of a rotationally invariant α-stable process, 0 < α ≤ 2, for the bounded interval (a, b). The small time behavior of the spectral heat content turns out to be linked to the distribution of the supremum and infimum processes. |
| Land: | Kérwá |
| Institution: | Universidad de Costa Rica |
| Repositorio: | Kérwá |
| OAI Identifier: | oai:kerwa.ucr.ac.cr:10669/75616 |
| Online Zugang: | https://www.sciencedirect.com/science/article/pii/S0022247X16300269 https://hdl.handle.net/10669/75616 |
| Stichwort: | Stable processes Supremum and infimum distributions Probability Real analysis |