On the one dimensional spectral Heat content for stable processes

 

Sparad:
Bibliografiska uppgifter
Upphovsman: Acuña Valverde, Luis Guillermo
Materialtyp: artículo original
Utgivningstid:2016
Beskrivning: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
Organisation:Universidad de Costa Rica
Repositorio:Kérwá
OAI Identifier:oai:kerwa.ucr.ac.cr:10669/75616
Länkar:https://www.sciencedirect.com/science/article/pii/S0022247X16300269
https://hdl.handle.net/10669/75616
Nyckelord:Stable processes
Supremum and infimum distributions
Probability
Real analysis