Heat kernel asymptotics of the subordinator and subordinate Brownian motion

Matthias Albrecht Fahrenwaldt

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Abstract

For a class of Laplace exponents we consider the transition density of the subordinator and the heat kernel of the corresponding subordinate Brownian motion. We derive explicit approximate expressions for these objects in the form of asymptotic expansions: via the saddle point method for the subordinator's transition density and via the Mellin transform for the subordinate heat kernel. The latter builds on ideas from index theory using zeta functions. In either case, we highlight the role played by the analyticity of the Laplace exponent for the qualitative properties of the asymptotics.
Original languageEnglish
Pages (from-to)33–70
Number of pages38
JournalJournal of Evolution Equations
Volume19
Issue number1
Early online date5 Sep 2018
DOIs
Publication statusPublished - Mar 2019

Keywords

  • Asymptotic analysis
  • Heat kernel
  • Mellin transform
  • Subordinate Brownian motion
  • Zeta function

ASJC Scopus subject areas

  • Mathematics (miscellaneous)

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