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Well-posedness and Large Deviations of the Stochastic Modified Camassa-Holm Equation
Authors:Yong Chen  Hongjun Gao
Abstract:We derive the heat trace asymptotics of the generator of subordinate Brownian motion on Euclidean space for a class of Laplace exponents. The terms in the asymptotic expansion can be computed to arbitrary order and depend both on the geometry of Euclidean space and the short-time behaviour of the process. If the Blumenthal-Getoor index of the process is rational, then the asymptotics may contain logarithmic terms. The key assumption is the existence of a suitable density for the Lévy measure of the subordinator. The analysis is highly explicit.
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