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

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On the trace of symmetric stable processes on Lipschitz domains
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    On the trace of symmetric stable processes on Lipschitz domains (English)
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    25 November 2009
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    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 \(\alpha=2\).
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    stable processes
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    trace
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    asymptotics
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