Displaying similar documents to “Laplace transforms via Hadamard factorization.”

Minimal thinness for subordinate Brownian motion in half-space

Panki Kim, Renming Song, Zoran Vondraček (2012)

Annales de l’institut Fourier

Similarity:

We study minimal thinness in the half-space H : = { x = ( x ˜ , x d ) : x ˜ ∈ ℝ d - 1 , x d > 0 } for a large class of subordinate Brownian motions. We show that the same test for the minimal thinness of a subset of H below the graph of a nonnegative Lipschitz function is valid for all processes in the considered class. In the classical case of Brownian motion this test was proved by Burdzy.

On the local time of sub-fractional Brownian motion

Ibrahima Mendy (2010)

Annales mathématiques Blaise Pascal

Similarity:

S H = { S t H , t ≥ 0 } be a sub-fractional Brownian motion with H ∈ ( 0 , 1 ) . We establish the existence, the joint continuity and the Hölder regularity of the local time L H of S H . We will also give Chung’s form of the law of iterated logarithm for S H . This results are obtained with the decomposition of the sub-fractional Brownian motion into the sum of fractional Brownian motion plus a stochastic process with absolutely continuous trajectories. This decomposition is given by Ruiz de Chavez and Tudor []. ...