Kei Kobayashi

activity

20072026

most citedStochastic Calculus for a Time-changed Semimartingale and the Associated Stochastic Differential Equations

120 citations · 305 across the 23 of their papers we have counts for

collaborators

Showing 2023Show all

2 papers · 1 filter

math.PR2023

Heat content for Gaussian processes: small-time asymptotic analysis

Kei Kobayashi, Hyunchul Park

This paper establishes the small-time asymptotic behaviors of the regular heat content and spectral heat content for general Gaussian processes in both one-dimensional and multi-di…

math.PR2023

A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes

Kei Kobayashi, Hyunchul Park

This paper establishes the precise small-time asymptotic behavior of the spectral heat content for isotropic Lévy processes on bounded $C^{1, 1}$ open sets of $R^{d}$ with…