Wyniki wyszukiwania - BazTech

Ograniczanie wyników

2 Kulczycki T.

Znaleziono wyników: 2

Liczba wyników na stronie

Wyniki wyszukiwania

Sortuj według:

Ogranicz wyniki do:

Exist time and Green function of cone for symmetric stable processes

Kulczycki T.

Probability and Mathematical Statistics

1999

Vol. 19, Fasc. 2

337--374

We obtain estimates of the harmonic measure and the expectation of the exit time of a bounded cone for symmetric α-stable processes Xt in Rd (α ϵ (0, 2), d ≥ 3). This enables us to study the asymptotic behaviour of the corresponding Green function of both bounded and unbounded cones. We also apply our estimates to the problem concerning the exit time τv of the process Xt from the unbounded cone V of angle λ ϵ (0, π/2). We namely obtain upper and lower bounds for the constant p0 = p0 (d, α, λ) such that for all x ϵ V we have Ex (τpV) < ∞ for 0 ≤ p < p0 and Ex (τpV) = ∞ for p > p0.

Intrinsic ultracontractivity for symmetric stable processes

Kulczycki T.

Bulletin of the Polish Academy of Sciences. Mathematics

1998

Vol. 46, no 3

325-334

We prove the intrinsic ultracontractivity for the semigroup P[...] generated by the symmetric [alpha]-stable process killed on exiting a bounded open set D. The same property is valid for the alpha-stable Feynman-Kac semigroup T[...] provided D is a gaugeable bounded Lipschitz domain.