On the trace of symmetric stable processes on Lipschitz domains (Q1040580)

From MaRDI portal
Revision as of 04:56, 2 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
On the trace of symmetric stable processes on Lipschitz domains
scientific article

    Statements

    On the trace of symmetric stable processes on Lipschitz domains (English)
    0 references
    0 references
    0 references
    0 references
    25 November 2009
    0 references
    Let \(X_t\) be a symmetric \(\alpha\)-stable process in \(\mathbb{R}^n\), \(\alpha\in (0,2)\); let \(D\subset \mathbb{R}^d\), \(d\geq 2\), be a bounded Lipschitz domain, and let \(p_D(t,x,y)\) be the transition density of \(X_t\) killed upon exiting \(D\). The paper is devoted to the behavior of the partition function \[ Z(t):=\int_D p_D(t,x,x)dx \] as \(t\to 0\). Namely, it is shown, that \[ t^{n/\alpha} Z_D(t)=C_1 |D|-C_2\mathcal{H}^{d-1}(\partial D) t^{1/\alpha} +o(t^{1/\alpha}), \] where \(C_1,C_2>0\) are suitable constants, \(|D|\) is the Lebesgue measure of \(D\), and \(\mathcal{H}^{d-1}(\partial D)\) is the \(d-1\)-dimensional Hausdorff measure of \(\partial D\). See [\textit{M. van der Berg}, J. Funct. Anal. 71, 279--293 (1987; Zbl 0632.35016)], [\textit{R. M. Blumenthal, R. K. Getoor}, Pac. J. Math. 9, 399--408 (1959; Zbl 0086.33901)], [\textit{J. Brossar, R. Carmona}, Commun. Math. Phys. 104, 103--122 (1986; Zbl 0607.58043)], [\textit{R. Brown}, Trans. Am. Math. Soc. 339, No.~2, 889--900 (1993; Zbl 0853.35083)] for \(\alpha=2\).
    0 references
    stable processes
    0 references
    trace
    0 references
    asymptotics
    0 references

    Identifiers