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Related papers: Trace Estimates for Stable Processes

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It is shown that the second term in the asymptotic expansion as $t\to 0$ of the trace of the semigroup of symmetric stable processes (fractional powers of the Laplacian) of order $\alpha$, for any $0<\alpha<2$, in Lipschitz domains is given…

Probability · Mathematics 2009-03-09 Rodrigo Banuelos , Tadeusz Kulczycki , Bartlomiej Siudeja

This paper studies the small time behavior of the heat content of rotationally invariant $\alpha$--stable processes, $0<\alpha \leq 2$, in domains in $\R^d$. Unlike the asymptotics for the heat trace, the behavior of the heat content…

Probability · Mathematics 2015-12-29 Luis Acuna Valverde

This paper provides the second term in the small time asymptotic expansion of the spectral heat content of a rotationally invariant $\alpha$--stable process, $0<\alpha \leq 2$, for the interval $(a,b)$. The small time behavior of the…

Probability · Mathematics 2016-03-25 Luis Acuna Valverde

In this paper, we study the asymptotic behavior, as the time $t$ goes to zero, of the trace of the semigroup of a killed relativistic $\alpha$-stable process in bounded $C^{1,1}$ open sets and bounded Lipschitz open sets. More precisely, we…

Probability · Mathematics 2012-12-17 Hyunchul Park , Renming Song

We investigate the asymptotic behavior of sample functions of stable processes when $t{\to}\infty$. We compare our results with the iterated logarithm law, results for the first hitting time and most visited sites problems.

Probability · Mathematics 2007-06-13 Lev Sakhnovich

We show that the second term in the asymptotic expansion as t approaches 0 of the trace of the Dirichlet heat kernel on Lipschitz domains for unimodal L\'evy processes, satisfying some weak scaling conditions, is given by the surface area…

Probability · Mathematics 2017-10-04 Gavin Armstrong

We propose to model the stochastic dynamics of a polymer passing through a pore (translocation) by means of a fractional Brownian motion, and study its behavior in presence of an absorbing boundary. Based on scaling arguments and numerical…

Statistical Mechanics · Physics 2009-03-30 Andrea Zoia , Alberto Rosso , Satya N. Majumdar

In this paper, we study the spectral heat content for isotropic stable processes on fractal drums (namely, open sets with fractal boundaries). The spectral heat content for subordinate killed Brownian motions by stable subordinators was…

Probability · Mathematics 2026-03-17 Hyunchul Park , Yimin Xiao

In this paper we study the small time asymptotic behavior of the spectral heat content $\widetilde{Q}_D^{(\alpha)}(t)$ of an arbitrary bounded $C^{1,1}$ domain $D$ with respect to the \textit{subordinate killed Brownian motion} in $D$ via…

Probability · Mathematics 2018-12-21 Hyunchul Park , Renming Song

This paper establishes the small-time asymptotic behaviors of the regular heat content and spectral heat content for general Gaussian processes in both one-dimensional and multi-dimensional settings, where the boundary of the underlying…

Probability · Mathematics 2024-06-18 Kei Kobayashi , Hyunchul Park

This paper extends results of M. van den Berg on two-term asymptotics for the trace of Sch\"odinger operators when the Laplacian is replaced by non-local (integral) operators corresponding to rotationally symmetric stable processes and…

Spectral Theory · Mathematics 2014-02-26 Rodrigo Bañuelos , Selma Yıldırım Yolcu

We investigate the 3rd term of spectral heat content for killed subordinate and subordinate killed Brownian motions on a bounded open interval D = (a, b) in a real line when the underlying subordinators are stable subordinators with index…

Probability · Mathematics 2021-02-16 Hyunchul Park

For a given bounded domain $\Omega\subset {\Bbb R}^n$ with smooth boundary, we explicitly calculate the first two coefficients of the asymptotic expansion of the heat trace associated with the Stokes operator as $t\to 0^+$. These…

Analysis of PDEs · Mathematics 2020-12-11 Genqian Liu

This paper proves an analogue of a result of Banuelos and Sa Barreto on the asymptotic expansion for the trace of Schrodinger operators on $\R^d$ when the Laplacian $\Delta$, which is the generator of the Brownian motion, is replaced by the…

Probability · Mathematics 2012-09-21 Luis Acuna Valverde

We consider a parameter estimation problem for one dimensional stochastic heat equations, when data is sampled discretely in time or spatial component. We prove that, the real valued parameter next to the Laplacian (the drift), and the…

Probability · Mathematics 2019-07-17 Igor Cialenco , Yicong Huang

In this paper we study the asymptotic behavior, as $t\downarrow 0$, of the spectral heat content $Q^{(\alpha)}_{D}(t)$ for isotropic $\alpha$-stable processes, $\alpha\in [1,2)$, in bounded $C^{1,1}$ open sets $D\subset \R^{d}$, $d\geq 2$.…

Probability · Mathematics 2023-04-25 Hyunchul Park , Renming Song

We are interested in the differential equations satisfied by the density of the Geometric Stable processes $\mathcal{G}_{\alpha}^{\beta}=\left\{\mathcal{G}_{\alpha}^{\beta}(t);t\geq 0\right\} $, with stability \ index $% \alpha \in (0,2]$…

Probability · Mathematics 2013-05-01 Luisa Beghin

This paper establishes the precise small-time asymptotic behavior of the spectral heat content for isotropic L\'evy processes on bounded $C^{1,1}$ open sets of $\mathbb{R}^{d}$ with $d\ge 2$, where the underlying characteristic exponents…

Probability · Mathematics 2024-03-01 Kei Kobayashi , Hyunchul Park

We study the spectral heat content for a class of open sets with fractal boundaries determined by similitudes in $\mathbb{R}^{d}$, $d\geq 1$, with respect to subordinate killed Brownian motions via $\alpha/2$-stable subordinators and…

Probability · Mathematics 2021-10-18 Hyunchul Park , Yimin Xiao

A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…

Probability · Mathematics 2007-05-23 Itai Benjamini , Zhen-Qing Chen , Steffen Rohde
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