Boundary behavior of harmonic functions for truncated stable processes

DOI10.1007/S10959-008-0145-YMaRDI QIDQ927261zbMATH OpenOpenAlexFDO

Authors Panki Kim, Renming Song

Publication date 4 June 2008

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0606706

zbMATH Keywords

Boundary Harnack principleGreen functionsHarmonic functionsHarnack principleMartin boundaryPoisson kernelsRelative Fatou theoremRelative Fatou type theoremSymmetric stable processesTruncated symmetric stable processes

Mathematics Subject Classification ID

Stable stochastic processes (60G52) Probabilistic potential theory (60J45) Boundary theory for Markov processes (60J50)

Abstract: For any alpha in (0, 2), a truncated symmetric alpha-stable process is a symmetric Levy process with no diffusion part and with a Levy density given by c|x|^{-d-alpha} 1_{|x|< 1} for some constant c. In previous paper we have studied the potential theory of truncated symmetric stable processes. Among other things, we proved that the boundary Harnack principle is valid for the positive harmonic functions of a truncated symmetric stable process in any bounded convex domain and showed that the Martin boundary of any bounded convex domain with respect to this process is the same as the Euclidean boundary. However, for truncated symmetric stable processes, the boundary Harnack principle is not valid in non-convex domains. In this paper, we show that, for a large class of not necessarily convex bounded open sets called bounded roughly connected kappa-fat open sets (including bounded non-convex kappa-fat domains), the Martin boundary with respect to any truncated symmetric stable process is still the same as the Euclidean boundary. We also show that, for truncated symmetric stable processes a relative Fatou type theorem is true in bounded roughly connected kappa-fat open sets.

Review text

The paper deals with truncated stable processes on bounded roughly connected \(\kappa\)-fat open sets. An open set \(D\) is said to be \(\kappa\)-fat if for all \(q\in\partial D\) and all sufficiently small \(r>0\) the set \(D\cap B(q,r)\) contains a ball of radius \(\kappa r\). Such a class of sets includes, for example, the class of the Lipschitz domains. By constructing the necessary estimates for the Green function on such sets, it is shown that the Martin boundary with respect to any truncated symmetric stable process is identical to the Euclidean boundary, and the Fatou type theorem holds. See also [\textit{P. Kim} and \textit{R. Song}, Math. Z., 256, No. 1, 139--173 (2007; Zbl 1115.60073); \textit{R. Song} and \textit{J.-M. Wu}, J. Funct. Anal., 168, 403-427 (1999; Zbl 0945.31006); \textit{P. Kim} and \textit{R. Song}, ``Intrinsic ultracontractivity for non-symmetric Levy processes (to appear in Forum Math.); \textit{P. Kim}, J. Funct. Anal. 234, No. 1, 70--105 (2006; Zbl 1100.31008)] for related results.

Recommendations

• Boundary Harnack principle for symmetric stable processes
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