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Occupation times of spectrally negative Lévy processes with applications
Occupation time spectrally negative Lévy processes fluctuation theory scale functions
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2011/2/21
In this paper, we compute the Laplace transform of occupation times (of the negative half-line) of spectrally negative Lévy processes. Our results are extensions of known results
for standard Brownia...
Log-Harnack Inequality for Stochastic Burgers Equations and Applications
stochastic Burgers equation log-Harnack inequality strong Feller property
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2010/12/14
By proving an L2-gradient estimate for the corresponding Galerkin approximations,the log-Harnack inequality is established for the semigroup associated to a class of stochastic Burgers equations. As a...