On harmonic measure for Lévy processes (Q2772060)

Let \(\{X_t\}_{t\geq 0}\) be a Lévy process on \(R^d\) and \(\tau_S\) the first exit time from a domain \(S\subset R^d\). The main purpose of this article is to give simple conditions on \(S\) and \(\{X_t\}\) which imply \(P^x(X_{\tau_S} \in \partial S) =0\) for every \(x\in S\). Under certain condition on mean occupation time in cones, for a Lévy process with infinite Lévy measure and strong Feller resolvent, the author proves the assertion for Lipschitz domain \(S\). The conditions are satisfied for rotation invariant processes with infinite Lévy measure and no Gaussian component. The conditions in this paper simplify that of \textit{P. W. Millar} [Ann. Probab. 3, 215-233 (1975; Zbl 0318.60063)].