Two-sided optimal bounds for Green functions of half-spaces for relativistic \(\alpha\)-stable process (Q2426682): Difference between revisions
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English | Two-sided optimal bounds for Green functions of half-spaces for relativistic \(\alpha\)-stable process |
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Two-sided optimal bounds for Green functions of half-spaces for relativistic \(\alpha\)-stable process (English)
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23 April 2008
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Let \(X_t\) be the 1-relativistic \(\alpha\)-stable process in \(\mathbb{R}^d\), i.e., a Lévy process with the characteristic exponent \(\xi \mapsto e^t e^{-t(| \xi| ^2+1)^{\alpha/2}}\). In this paper the authors derive the optimal bounds for the Green function \(G_{\mathbb H}(x,y)\) of the process \(X\) exiting the half-space \(\mathbb H=\{(x_1,\dots, x_{d-1}, x_d): x_d>0\}\subset \mathbb{R}^d\). These bounds confirm that for points \(x,y\) away form the boundary and such that \(| x-y| \geq 1\), the Green function \(G_{\mathbb H}(x,y)\) is comparable to the Green function of Brownian motion. The proof of the main result relies on the results from the recent paper of \textit{T.~Byczkowski, M.~Ryznar} and \textit{J.~Małecki} [``Bessel Potentials, Hitting Distributions and Green Functions'', \url{arXiv:math/0612176}, to appear in Trans.~Am.~Math.~Soc.], where the integral formula for the 1-Green function \(G_{\mathbb H}^1\) was derived, and on the estimates of the transition densities of the killed process derived in this paper.
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stable relativistic process
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Green function
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exit time
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tail function
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