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Inequalities involving heat potentials and Green functions

Neil A. Watson (2015)

Mathematica Bohemica

We take some well-known inequalities for Green functions relative to Laplace’s equation, and prove not only analogues of them relative to the heat equation, but generalizations of those analogues to the heat potentials of nonnegative measures on an arbitrary open set E whose supports are compact polar subsets of E . We then use the special case where the measure associated to the potential has point support, in the following situation. Given a nonnegative supertemperature on an open set E , we prove...

Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes

Patie Pierre (2009)

Annales de l'I.H.P. Probabilités et statistiques

We first characterize the increasing eigenfunctions associated to the following family of integro-differential operators, for any α, x>0, γ≥0 and fa smooth function on + , 𝐋 ( γ ) f ( x ) = x - α ( σ 2 x 2 f ' ' ( x ) + ( σ γ + b ) x f ' ( x ) + 0 f e - r x - f ( x ) e - r γ + x f ' ( x ) r 𝕀 { r 1 } ν ( d r ) ) , ( 0 . 1 ) where the coefficients b ,σ≥0 and the measure ν, which satisfies the integrability condition ∫0∞(1∧r2)ν(dr)<+∞, are uniquely determined by the distribution of a spectrally negative, infinitely divisible random variable, with characteristic exponent ψ. L(γ) is known to be the infinitesimal generator of a positive...

Invariant pluricomplex Green functions

Maciej Klimek (1995)

Banach Center Publications

The purpose of this paper is to present a concise survey of the main properties of biholomorphically invariant pluricomplex Green functions and to describe a number of new examples of such functions. A concept of pluricomplex geodesics is also discussed.

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