Censored stable processes (Q1411604)

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Censored stable processes
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    Censored stable processes (English)
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    29 October 2003
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    A symmetric stable process which is not allowed to jump outside an open subset \(D\) of \(\mathbb{R}^n\) is dealt with and the following problems are considered: boundary behavior in non-smooth open sets, harmonic functions, analysis in special \(C^{t,\beta-1}\) domains, boundary Harnack principle in \(C^{1,1}\) open sets. For one-dimensional processes the Kelvin and the logarithmic transforms are discussed. The appendix contains several auxiliary lemmas on the rotation invariant \(\alpha\)-stable Lévy processes in \(\mathbb{R}^n\) needed in proofs and of independent interest as well. As corollary some new results are obtained for Besov spaces on non-smooth domains.
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    censored stable processes
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    boundary behaviour
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    Harnack principle
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    Kelvin transform
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    logarithmic transform
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    Besov spaces
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