Parabolic Harnack Inequality for the Mixture of Brownian Motion and Stable Process
نویسندگان
چکیده
Let X be a mixture of independent Brownian motion and symmetric stable process. In this paper we establish sharp bounds for transition density of X, and prove a parabolic Harnack inequality for nonnegative parabolic functions of X.
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تاریخ انتشار 2006