Harmonic functions of subordinate killed Brownian motion (Q1888368): Difference between revisions

Let \(D\) be a bounded domain in \(\mathbb R^n\) and consider on \(D\) Brownian motion killed upon leaving \(D\): \((B_t^D)_{t\geq 0}\). Denote by \(T_t^\alpha\) the one-sided \(\alpha/2\in (0,1)\)-stable subordinator and write \(Z_\alpha^D(t)\) for the subordinate killed Brownian motion, i.e., \(t\mapsto B_{T_t^\alpha}^D\). The authors study the potential theory of these subordinate processes. One of their main tools is the intrinsic ultracontractivity of the semigroup \(P_t^D\) associated with \(B_t^D\); this means that the kernel belonging to \(P_t^D\) satisfies \(p^D(t,x,y)\leq C(t)\varphi_0(x)\varphi_0(y)\) for \(t>0\), \(x,y\in D\) and the normalised eigenfunction \(\varphi_0\) belonging to the smallest eigenvalue of the Dirichlet Laplacian. This is, e.g., the case if \(D\) is a bounded Lipschitz domain or a Hölder domain of order \(0\) or a uniformly Hölder domain of order \(0<\beta<2\). If this is the case, the authors show that all nonnegative harmonic functions of \(Z_\alpha^D(t)\) are continuous and satisfy a Harnack inequality. If \(D\) is a bounded Lipschitz domain, the Martin boundary and the minimal Martin boundary of \(Z_\alpha^D(t)\) coincide with the Euclidean boundary \(\partial D\). Moreover, a boundary Harnack principle holds for positive harmonic functions. The first part of the paper (in particular the part where the continuity of harmonic functions is shown) relies heavily on the results of \textit{J. Glover, M. Rao, H. Šikić} and \textit{R. Song} on \(\Gamma\)-potentials [in: Classical and modern potential theory and applications. NATO ASI Ser., Ser. C, Math. Phys. Sci. 430, 217--232 (1994; Zbl 0873.60052)].