Probabilistic proof of boundary Harnack principle for \(\alpha\)-harmonic functions (Q1304705)

Let \((X_t, P^x)\) be the standard symmetric \(\alpha\)-stable Lévy process in \({\mathbb R}^n\), \(0<\alpha<2\). A nonnegative Borel measurable function \(u\) on \({\mathbb R}^n\) is \(\alpha\)-harmonic in an open set \(D\subset {\mathbb R}^n\), if for every bounded open subset \(B\) such that the closure \(\overline{B} \subset D\), \(u(x)=E^x u(X_{{\tau}_B})\), \(x\in B\). Here \({\tau}_B=\inf \{t\geq 0: X_t\notin B \}\) is the first exit time from \(B\). The main result of the paper under review is the following boundary Harnack principle (BHP) for the \(\alpha\)-fractional Laplacian \({\Delta}^{\alpha/2}\): Let \(0<\alpha <2\), \(n\geq 2\). Let \(D\) be a Lipschitz domain in \({\mathbb R}^n\) and \(V\) be an open set. For every compact set \(K\subset V\), there exists a positive constant \(C=C(\alpha, D, V, K)\), such that for all nonnegative functions \(u\) and \(v\) in \({\mathbb R}^n\), which are continuous in \(V\), \(\alpha\)-harmonic in \(D\cap V\), vanish on \(D^c\cap V\), and satisfy \(u(x_0) =v(x_0)\) for some \(x_0 \in D\cap K\), it holds that \[ C^{-1} u(x)\leq v(x) \leq C u(x),\quad x\in D\cap K. \] The result was first proved by \textit{K. Bogdan} [Studia Math. 123, No. 1, 43-80 (1997; Zbl 0870.31009)] where an analytic approach was used. As the title says, this paper gives a probabilistic proof of the BHP. A probabilistic approach to the BHP for the Laplacian \(\Delta\) was developed in \textit{R. F. Bass} and \textit{K. Burdzy} [Seminar Stochastic Processes, 1989, Prog. Probab. 18, 1-16 (1990; Zbl 0689.60070)], and is known as the ``box'' method. Direct application of the method to the fractional Laplacian does not work due to the fact that the paths of \(\alpha\)-stable processes are discontinuous. Therefore the authors had to develop intricate alternative arguments in order to adapt the ``box'' method to obtain a probabilistic proof of the BHP.