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Latest revision as of 19:03, 19 March 2024

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Potential theory of subordinate killed Brownian motion in a domain
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    Potential theory of subordinate killed Brownian motion in a domain (English)
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    8 July 2003
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    The paper is devoted to the study of potential theory for the process obtained by subordinating the killed Brownian motion in a bounded Lipschitz domain \(D\subset \mathbb R^{d}\), via an \(\alpha /2\)-stable subordinator. The infinitesimal generator of this process is \(-(-\Delta |_{D})^{\alpha /2}\). The intrinsic ultracontractivity of the corresponding semigroup is proved. For \(C^{1,1}\)-domains, bounds for the Green function of the process are obtained. It is also shown that the killing measures of the process are comparable with the killing measures of the rotationally invariant \(\alpha \)-process, killed upon exiting \(D\). This last process was extensively studied, similar results being obtained by \textit{Z.-Q. Chen} and \textit{R. Song} [J. Funct. Anal 150, 204-239 (1997; Zbl 0886.60072); Math. Ann. 312, 465-501 (1998; Zbl 0918.60068) and Ill. J. Math. 44, 138-160 (2000; Zbl 0959.60035)] and by \textit{T. Kulczycki} [Probab. Math. Stat. 17, 339-364 (1997; Zbl 0903.60063) and Bull. Pol. Acad. Sci., Math. 46, 325-334 (1998; Zbl 0917.60071)].
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    killed Brownian motions
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    stable processes
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    subordination
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    fractional Laplacian
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