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Parabolic Harnack inequality for the mixture of Brownian motion and stable process

By Renming Song and Zoran Vondraček

Abstract

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

Year: 2009
OAI identifier: oai:CiteSeerX.psu:10.1.1.134.4210
Provided by: CiteSeerX
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