Unimodal Levy Processes on Bounded Lipschitz Sets

dc.contributor.advisor	Sinclair, Christopher
dc.contributor.author	Armstrong, Gavin
dc.date.accessioned	2018-09-06T21:54:56Z
dc.date.available	2018-09-06T21:54:56Z
dc.date.issued	2018-09-06
dc.description.abstract	We give asymptotics near the boundary for the distribution of the first exit time of the isotropic alpha-stable Levy process on bounded Lipschitz sets in real euclidean space. These asymptotics bear some relation to the existence of limits in the Yaglom sense of alpha-stable processes. Our approach relies on the uniform integrability of the ratio of Green functions on bounded Lipschitz sets. We use bounds for the heat remainder to give the first two terms in the small time asymptotic expansion of the trace of the heat kernel of unimodal Levy processes satisfying some weak scaling conditions on bounded Lipschitz domains.	en_US
dc.identifier.uri	https://hdl.handle.net/1794/23725
dc.language.iso	en_US
dc.publisher	University of Oregon
dc.rights	All Rights Reserved.
dc.subject	Asymptotic	en_US
dc.subject	Levy processes	en_US
dc.subject	Lipschitz	en_US
dc.subject	Stochastic processes	en_US
dc.subject	Unimodal	en_US
dc.title	Unimodal Levy Processes on Bounded Lipschitz Sets
dc.type	Electronic Thesis or Dissertation
thesis.degree.discipline	Department of Mathematics
thesis.degree.grantor	University of Oregon
thesis.degree.level	doctoral
thesis.degree.name	Ph.D.

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