Let (U_{alpha}) be the (alpha)-potential operator of a (mathrm{BM}^{d}). Give a probabilistic interpretation of (U_{alpha} mathbb{1}_{C}) and

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Let $U_{\alpha}$ be the $\alpha$-potential operator of a $\mathrm{BM}^{d}$. Give a probabilistic interpretation of $U_{\alpha} \mathbb{1}_{C}$ and $\lim _{\alpha ightarrow 0} U_{\alpha} \mathbb{1}_{C}$ if $C \subset \mathbb{R}^{d}$ is a Borel set.

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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

ISBN: 9783110741254

3rd Edition

Authors: René L. Schilling, Björn Böttcher

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Question Posted: Mar 17, 2024 01:00 AM

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Let (U_{alpha}) be the (alpha)-potential operator of a (mathrm{BM}^{d}). Give a probabilistic interpretation of (U_{alpha} mathbb{1}_{C}) and

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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

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