On the one dimensional spectral Heat content for stable processes
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| Avtor: | |
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| Format: | artículo original |
| Fecha de Publicación: | 2016 |
| Opis: | 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. |
| País: | Kérwá |
| Institucija: | Universidad de Costa Rica |
| Repositorio: | Kérwá |
| OAI Identifier: | oai:kerwa.ucr.ac.cr:10669/75616 |
| Online dostop: | https://www.sciencedirect.com/science/article/pii/S0022247X16300269 https://hdl.handle.net/10669/75616 |
| Ključna beseda: | Stable processes Supremum and infimum distributions Probability Real analysis |