Dirichlet heat kernel for unimodal Lévy processes

Krzysztof Bogdan, Tomasz Grzywny and Michał Ryznar

Stochastic Processes and their Applications, 2014, vol. 124, issue 11, 3612-3650

Abstract: We estimate the heat kernel of the smooth open set for the isotropic unimodal pure-jump Lévy process with infinite Lévy measure and weakly scaling Lévy–Khintchine exponent.

Keywords: Unimodal Lévy process; Heat kernel; Smooth domain (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:124:y:2014:i:11:p:3612-3650

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DOI: 10.1016/j.spa.2014.06.001

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