Trace Estimates for Stable Processes
Rodrigo Banuelos, Tadeusz Kulczycki

TL;DR
This paper investigates the small-time behavior of the trace of heat semigroups for symmetric stable processes in R-smooth domains, revealing that the second asymptotic term relates to the domain's surface area, similar to Brownian motion.
Contribution
It extends trace asymptotic analysis from Brownian motion to symmetric stable processes in R-smooth domains, highlighting the surface area term in the second asymptotic component.
Findings
Second term in asymptotics involves surface area
Results apply to R-smooth domains
Generalizes Brownian motion trace estimates
Abstract
In this paper we study the behaviour in time of the trace (the partition function) of the heat semigroup associated with symmetric stable processes in domains of . In particular, we show that for domains with the so called {\it{-smoothness}} property the second terms in the asymptotic as involves the surface area of the domain, just as in the case of Brownian motion.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Mathematical Dynamics and Fractals · Mathematical Approximation and Integration
