Probabilistic approach to the Dirichlet problem of perturbed stable processes (Q1326314): Difference between revisions

Let \(X_ t\) be a symmetric stable process of index \(\alpha\), \(0<\alpha<2\), in \(R^ d\) \((d \geq 2)\). We deal with the perturbation of \(X_ t\) by a multiplicative functional of the following form: \(M_ t=\exp \{\displaystyle{\sum_{s \leq t}} F(X_{s^ -}, X_ s)\}\) with \(F\) being a function on \(R^ d \times R^ d\) satisfying certain conditions. First we prove the following gauge theorem: If \(D\) is a bounded open domain of \(R^ d\), then the function \(g(x)=E^ x \{M (\tau_ D)\}\) is either identically infinite on \(D\) or bounded on \(D\), where \(\tau_ D\) is the first exit time from \(D\). Then we formulate the Dirichlet problem associated with the perturbed symmetric stable process by using Dirichlet form theory. Finally we apply the gauge theorem to prove the existence and uniqueness of solutions to the Dirichlet problem mentioned above.