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On Potential Theory of Hyperbolic Brownian Motion with Drift

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Języki publikacji
EN
Abstrakty
EN
Consider the λ-Green function and the λ-Poisson kernel of a Lipschitz domain U ⊂ Hn = {x ∈ Rn: xn > 0} for hyperbolic Brownian motion with drift. We provide several relationships that facilitate studying those objects and explain somewhat their nature. As an application, we yield uniform estimates for sets of the form Sa,b = {x ∈ Hn : xn > a, x1 ∈ (0, b)}, a, b > 0, which covers and extends existing results of that kind.
Rocznik
Strony
1--22
Opis fizyczny
Bibliogr. 26 poz.
Twórcy
  • Faculty of Pure and Applied Mathematics, Wrocław University of Science and Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland
Bibliografia
  • [1] P. Baldi, E. Casadio Tarabusi, and A. Figà-Talamanca, Stable laws arising from hitting distributions of processes on homogeneous trees and the hyperbolic half-plane, Pacific J. Math. 197 (2001), 257-273.
  • [2] P. Baldi, E. Casadio Tarabusi, A. Figà-Talamanca, and M. Yor, Non-symmetric hitting distributions on the hyperbolic half-plane and subordinated perpetuities, Rev. Mat. Iberoamer. 17 (2001), 587-605.
  • [3] K. Bogus, T. Byczkowski, and J. Małecki, Sharp estimates of the Green function of hyperbolic Brownian motion, Studia Math. 228 (2015), 197-221.
  • [4] K. Bogus and J. Małecki, Sharp estimates of transition probability density for Bessel process in half-line, Potential Anal. 43 (2015), 1-22.
  • [5] A. N. Borodin and P. Salminen, Handbook of Brownian Motion-Facts and Formulae, 2nd ed., Birkhäuser, Basel, 2002.
  • [6] T. Byczkowski, P. Graczyk, and A. Stós, Poisson kernels of half-spaces in real hyperbolic spaces, Rev. Mat. Iberoamer. 23 (2007), 85-126.
  • [7] T. Byczkowski and J. Małecki, Poisson kernel and Green function of the ball in real hyperbolic spaces, Potential Anal. 27 (2007), 1-26.
  • [8] T. Byczkowski, J. Małecki, and M. Ryznar, Hitting times of Bessel processes, Potential Anal. 38 (2013), 753-786.
  • [9] T. Byczkowski, J. Małecki, and T. Żak, Feynman-Kac formula, λ-Poisson kernels and λ-Green functions of half-spaces and balls in hyperbolic spaces, Colloq. Math. 118 (2010), 201-222.
  • [10] D. Dufresne, The distribution of a perpetuity, with application to risk theory and pension funding, Scand. Actuar. J. 25 (1990), 39-79.
  • [11] W. Feller, An Introduction to Probability Theory and its Applications. Vol. II, Wiley, New York, 1971.
  • [12] G. B. Folland, Fourier Analysis and its Applications, Wadsworth and Brooks, Pacific Grove, CA, 1992.
  • [13] C. Grosche and F. Steiner, Handbook of Feynman Path Integrals, Springer, Berlin, 1998.
  • [14] J.-C. Gruet, Semi-groupe du mouvement Brownien hyperbolique, Stoch. Stoch. Reports 56 (1996), 53-61.
  • [15] P. Hartman and G. S. Watson, “Normal” distribution functions on spheres and the modified Bessel functions, Ann. Probab. 2 (1974), 593-607.
  • [16] I. Karatzas and S. E. Shreve, Brownian Motion and Stochastic Calculus, Springer, New York, 1988.
  • [17] J. Małecki and G. Serafin, Hitting hyperbolic half-space, Demonstratio Math. 45 (2012), 337-360.
  • [18] H. Matsumoto, Closed formulae for the heat kernels and the Green functions for the Laplacians on the symmetric spaces of rank one, Bull. Sci. Math. 125 (2001), 553-581.
  • [19] S. A. Molchanov, On Martin boundaries for invariant Markov processes on a solvable group, Teor. Veroyatnost. i Primenen. 12 (1967), 358-362 (in Russian).
  • [20] S. A. Molchanov and E. Ostrovskii, Symmetric stable processes as traces of degenerate diffusion processes, Theory Probab. Appl. 12 (1969), 128-131.
  • [21] A. Pyć, G. Serafin, and T. Żak, Supremum distribution of Bessel process of drifting Brownian motion, Probab. Math. Statist. 35 (2015), 201-222.
  • [22] G. Serafin, Potential theory of hyperbolic Brownian motion in tube domains, Colloq. Math. 135 (2014), 27-52.
  • [23] B. Trojan, Asymptotic expansions and Hua-harmonic functions on bounded homogeneous domains, Math. Ann. 336 (2006), 73-110.
  • [24] M. Yor, Loi de l’indice du lacet Brownien, et distribution de Hartman-Watson, Z. Wahrsch. Verw. Gebiete 53 (1980), 71-95.
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Uwagi
Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2020).
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-1cbc21b3-e957-425a-bd03-4c1343d3f416
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