Sharp estimates of the Green function of hyperbolic Brownian motion

Kamil Bogus, Tomasz Byczkowski, and Jacek Małecki. "Sharp estimates of the Green function of hyperbolic Brownian motion." Studia Mathematica 228.3 (2015): 197-221. <http://eudml.org/doc/285718>.

@article{KamilBogus2015,
abstract = {The main objective of the work is to provide sharp two-sided estimates of the λ-Green function, λ ≥ 0, of the hyperbolic Brownian motion of a half-space. We rely on the recent results obtained by K. Bogus and J. Małecki (2015), regarding precise estimates of the Bessel heat kernel for half-lines. We also substantially use the results of H. Matsumoto and M. Yor (2005) on distributions of exponential functionals of Brownian motion.},
author = {Kamil Bogus, Tomasz Byczkowski, Jacek Małecki},
journal = {Studia Mathematica},
keywords = {hyperbolic Brownian motion; Green function; half-space; Bessel process},
language = {eng},
number = {3},
pages = {197-221},
title = {Sharp estimates of the Green function of hyperbolic Brownian motion},
url = {http://eudml.org/doc/285718},
volume = {228},
year = {2015},
}

TY - JOUR
AU - Kamil Bogus
AU - Tomasz Byczkowski
AU - Jacek Małecki
TI - Sharp estimates of the Green function of hyperbolic Brownian motion
JO - Studia Mathematica
PY - 2015
VL - 228
IS - 3
SP - 197
EP - 221
AB - The main objective of the work is to provide sharp two-sided estimates of the λ-Green function, λ ≥ 0, of the hyperbolic Brownian motion of a half-space. We rely on the recent results obtained by K. Bogus and J. Małecki (2015), regarding precise estimates of the Bessel heat kernel for half-lines. We also substantially use the results of H. Matsumoto and M. Yor (2005) on distributions of exponential functionals of Brownian motion.
LA - eng
KW - hyperbolic Brownian motion; Green function; half-space; Bessel process
UR - http://eudml.org/doc/285718
ER -