Potential theory of special subordinators and subordinate killed stable processes (Q867104): Difference between revisions

Bernstein functions are the characteristic exponents (logarithms of the Laplace transform) of subordinators, i.e., increasing Lévy processes on the half-line \((0,\infty)\). A special Bernstein function (giving rise to a special subordinator) is such that both \(f(x)\) and \(g(x):= x/f(x)\) are Bernstein functions. The class of special Bernstein functions is fairly large and most examples come from the slightly smaller class of complete Bernstein functions [see \textit{R. L. Schilling} J. Aust. Math. Soc. A 64, 368--396 (1998; Zbl 0920.47039)]. The authors give a characterization of special Bernstein functions in terms of the associated potential measures (they need to have a decreasing density when restricted to \((0,\infty)\)) and study some potential theoretic properties of special subordinators. Then they study killed (upon exiting a bounded open set \(D\)) symmetric \(\alpha\)-stable processes and the subordinate (i.e., time-changed by an independent special subordinator) process. Special emphasis is put on the study of positive harmonic functions. It is shown that the positive harmonic functions of the subordinate killed symmetric stable process are continuous and satisfy a Harnack inequality. If the set \(D\) is \(\kappa\)-fat -- that is if for some \(\kappa\in (0,1)\) there is some \(R>0\) such that for all \(z\in\partial D\) and \(r\in (0,R)\) the set \(D\cap B_r(z)\) contains a ball of radius \(\kappa r\) --, the Martin boundary and the minimal Martin boundary of the above killed subordinate process coincide with the Euclidean boundary \(\partial D\); the Martin kernel is explicitly calculated.