On the one dimensional spectral Heat content for stable processes

被引:15
作者
Acuna Valverde, Luis [1 ]
机构
[1] Univ Costa Rica, Dept Math, San Jose, Costa Rica
关键词
Stable processes; Supremum and infimum distributions; Probability; Real analysis; SUPREMUM;
D O I
10.1016/j.jmaa.2016.03.086
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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 <= 2, for the bounded interval (a, b). The small time behavior of the spectral heat content turns out to be linked to the distribution of the supremum and infimum processes. (C) 2016 Elsevier Inc. All rights reserved.
引用
收藏
页码:11 / 24
页数:14
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