刊名:Journal of Mathematical Analysis and Applications
出版年:2017
出版时间:15 February 2017
年:2017
卷:446
期:2
页码:1393-1414
全文大小:432 K
文摘
Let X={Xt}t≥0 be a Lévy process in Rd and Ω be an open subset of Rd with finite Lebesgue measure. In this article we consider the quantity related to X which is called the heat content. We study its asymptotic behaviour as t goes to zero for isotropic Lévy processes under some mild assumptions on the characteristic exponent. We also treat the class of Lévy processes with finite variation in full generality.