Sharp Bounds for Green and Jumping Functions of Subordinate Killed Brownian Motions
Zoran Vondracek (University of Zagreb, Croatia)
Abstract
In this paper we obtain sharp bounds for the Green function and jumping function of a subordinate killed Brownian motion in a bounded $C^{1,1}$ domain, where the subordinating process is a subordinator whose Laplace exponent has certain asymptotic behavior at infinity.
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Pages: 96-105
Publication Date: October 6, 2004
DOI: 10.1214/ECP.v9-1114
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