Censored stable processes

DOI10.1007/s00440-003-0275-1zbMath1032.60047OpenAlexW2104339235WikidataQ110598169 ScholiaQ110598169MaRDI QIDQ1411604

Krzysztof Burdzy, Krzysztof Bogdan, Zhen-Qing Chen

Publication date: 29 October 2003

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1773/2221

zbMATH Keywords

Kelvin transformBesov spacesboundary behaviourcensored stable processesHarnack principlelogarithmic transform

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Sample path properties (60G17) Stable stochastic processes (60G52)

Related Items

Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian, Local Lipschitz continuity of the inverse of the fractional \(p\)-Laplacian, Hölder type continuity and continuous dependence of solutions to associated parabolic equations on bounded domains, The fractional Neumann and Robin type boundary conditions for the regional fractional \(p\)-Laplacian, Bounded solutions for nonlocal boundary value problems on Lipschitz manifolds with boundary, Global Schauder theory for minimizers of the \(H^s(\Omega)\) energy, Singularly perturbed Neumann problem for fractional Schrödinger equations, Two-sided heat kernel estimates for censored stable-like processes, Elliptic and parabolic equations with fractional diffusion and dynamic boundary conditions, Boundary Harnack principle for diffusion with jumps, Weak convergence of censored and reflected stable processes, Infinitely many solutions for non-local problems with broken symmetry, Existence and uniqueness for parabolic problems with Caputo time derivative, Compactness of solutions to nonlocal elliptic equations, Continuous viscosity solutions for nonlocal Dirichlet problems with coercive gradient terms, On Neumann problems for nonlocal Hamilton-Jacobi equations with dominating gradient terms, An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control, Rough path properties for local time of symmetric \(\alpha\) stable process, Integration by parts formula for regional fractional Laplacian, Potential theory of truncated stable processes, Non-local diffusion equations involving the fractional \(p(\cdot)\)-Laplacian, Multiplicity of solutions for a class of nonlocal regional elliptic equations, A remark on nonlocal Neumann conditions for the fractional Laplacian, Well-posedness results for a class of semi-linear super-diffusive equations, Dirichlet heat kernel estimates for \(\Delta ^{\alpha /2} + \delta ^{\beta /2}\), Martin kernels for Markov processes with jumps, The Galerkin-Fourier method for the study of nonlocal parabolic equations, On the structure of the domain of a symmetric jump-type Dirichlet form, Limited regularity of solutions to fractional heat and Schrödinger equations, Sharp global estimates for local and nonlocal porous medium-type equations in bounded domains, Estimates of the Green function for the fractional Laplacian perturbed by gradient, Semigroups, potential spaces and applications to (S)PDE, On some properties of a class of fractional stochastic heat equations, Lipschitz regularity for censored subdiffusive integro-differential equations with superfractional gradient terms, Fractional nonlinear degenerate diffusion equations on bounded domains. I: Existence, uniqueness and upper bounds., Jump-type Hunt processes generated by lower bounded semi-Dirichlet forms, Sharp trace Hardy-Sobolev-Maz'ya inequalities and the fractional Laplacian, On the mean value property of fractional harmonic functions, On Kelvin transformation, On Liouville type theorems for fully nonlinear elliptic equations with gradient term, Factorization and estimates of Dirichlet heat kernels for non-local operators with critical killings, Nonlocal operators of order near zero, Regularity in \(L_{p}\) Sobolev spaces of solutions to fractional heat equations, Global heat kernel estimates for fractional Laplacians in unbounded open sets, Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity, On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations, Nonlocal convection-diffusion volume-constrained problems and jump processes, Hardy inequality for censored stable processes, A microscopic model for a one parameter class of fractional Laplacians with Dirichlet boundary conditions, What is the fractional Laplacian? A comparative review with new results, Radial symmetry of ground states for a regional fractional nonlinear Schrödinger equation, On stiff problems via Dirichlet forms, On Feller's boundary problem for Markov processes in weak duality, Regularity results and large time behavior for integro-differential equations with coercive Hamiltonians, SLE and \(\alpha \)-SLE driven by Lévy processes, Censored stable subordinators and fractional derivatives, Interior regularity for regional fractional Laplacian, Neumann conditions for the higher order \(s\)-fractional Laplacian \(( - \varDelta)^s u\) with \(s > 1\), Mosco convergence of nonlocal to local quadratic forms, Convergence of fractional diffusion processes in extension domains, Reflecting Brownian motion in the \(d\)-ball, Flux and lateral conditions for symmetric Markov processes, Ten equivalent definitions of the fractional Laplace operator, On a fractional \((s,p)\)-Dirichlet-to-Neumann operator on bounded Lipschitz domains, Unavoidable collections of balls for censored stable processes, A comparative study on nonlocal diffusion operators related to the fractional Laplacian, Estimates and structure of \(\alpha\)-harmonic functions, One-point extensions of Markov processes by darning, The fractional relative capacity and the fractional Laplacian with Neumann and Robin boundary conditions on open sets, One-point reflection, Trace Hardy-Sobolev-Maz'ya inequalities for the half fractional Laplacian, Approximate controllability from the exterior of space-time fractional wave equations, Realization of the fractional Laplacian with nonlocal exterior conditions via forms method, Hardy inequalities for fractional integrals on general domains, Censored symmetric Lévy-type processes, Renormalized solutions for the fractional \(p(x)\)-Laplacian equation with \(L^1\) data, Scattering length for stable processes, Law of large numbers for supercritical superprocesses with non-local branching, Anomalous diffusion limit of kinetic equations in spatially bounded domains, Liouville-type theorems for sign-changing solutions to nonlocal elliptic inequalities and systems with variable-exponent nonlinearities, Fractional diffusion limit of a kinetic equation with diffusive boundary conditions in the upper-half space, Aspects of an adaptive finite element method for the fractional Laplacian: a priori and a posteriori error estimates, efficient implementation and multigrid solver, Solutions for a nonlocal problem involving a Hardy potential and critical growth, Well-posedness of semilinear strongly damped wave equations with fractional diffusion operators and \(C^0\) potentials on arbitrary bounded domains, Stable Lévy processes in a cone, Optimal control of fractional elliptic PDEs with state constraints and characterization of the dual of fractional-order Sobolev spaces, Symmetric jump processes and their heat kernel estimates, Optimal control of the coefficient for the regional fractional \(p\)-Laplace equation: approximation and convergence, Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations, The fractional Makai-Hayman inequality, Optimal control of mixed local-nonlocal parabolic PDE with singular boundary-exterior data, Convergence of nonlocal diffusion models on lattices, The first non-zero Neumann \(p\)-fractional eigenvalue, On the Calderón problem for nonlocal Schrödinger equations with homogeneous, directionally antilocal principal symbols, Exterior controllability properties for a fractional Moore-Gibson-Thompson equation, A fractional Dirichlet-to-Neumann operator on bounded Lipschitz domains, Cahn-Hilliard equation with nonlocal singular free energies, Reaction-diffusion equations with fractional diffusion on non-smooth domains with various boundary conditions, Regularity for a local-nonlocal transmission problem, A PDE approach to fractional diffusion in general domains: a priori error analysis, Regional fractional Laplacians: boundary regularity, Numerical methods for nonlocal and fractional models, The best constant in a fractional Hardy inequality, Fractional Cahn-Hilliard, Allen-Cahn and porous medium equations, Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement, An ODE approach for fractional Dirichlet problems with gradient nonlinearity, On Neumann type problems for nonlocal equations set in a half space, Unavoidable sets and harmonic measures living on small sets, Algorithm implementation and numerical analysis for the two-dimensional tempered fractional Laplacian, Approximate controllability from the exterior for a nonlocal Sobolev-Galpern type equation, Nonlocal quadratic forms with visibility constraint, Fractional Laplacians : a short survey, On recurrence and transience of some Lévy-type processes in ℝ, Existence and multiplicity results for nonlocal Lane-Emden systems, The Neumann problem for the fractional Laplacian: regularity up to the boundary, A Hopf lemma for the regional fractional Laplacian, On Sobolev norms involving Hardy operators in a half-space, Hydrodynamic limit for a boundary driven super-diffusive symmetric exclusion, Positive self-similar Markov processes obtained by resurrection, Semilinear nonlocal elliptic equations with source term and measure data, Sharp weighted fractional Hardy inequalities, Numerical approximations for fractional elliptic equationsviathe method of semigroups, Resolvents for fractional-order operators with nonhomogeneous local boundary conditions, Singular boundary behaviour and large solutions for fractional elliptic equations, Viscosity Solutions for Nonlocal Equations with Space-Dependent Operators, Spine decomposition and $L\log L$ criterion for superprocesses with non-local branching mechanisms, The eigenvalue problem for the regional fractional Laplacian in the small order limit, Existence and multiplicity of solutions for a non-linear Schrödinger equation with non-local regional diffusion, The Cauchy-Dirichlet problem for singular nonlocal diffusions on bounded domains, On potential theory of Markov processes with jump kernels decaying at the boundary, Green function estimates for second order elliptic operators in non-divergence form with Dini continuous coefficients, Non-local Cahn–Hilliard equations with fractional dynamic boundary conditions, Discrete approximation to Brownian motion with varying dimension in bounded domains, Fractional‐order operators on nonsmooth domains, Non-local diffusion problems with Neumann type boundary values, Nonlocal diffusion models with consistent local and fractional limits, Ground-state representation for fractional Laplacian on half-line, Sharp Hardy inequalities for Sobolev–Bregman forms, The Mathematical Theories of Diffusion: Nonlinear and Fractional Diffusion, A Fractional Laplace Equation: Regularity of Solutions and Finite Element Approximations, Analysis of the controllability from the exterior of strong damping nonlocal wave equations, On the \(s\)-derivative of weak solutions of the Poisson problem involving the regional fractional Laplacian, Towards an Efficient Finite Element Method for the Integral Fractional Laplacian on Polygonal Domains, Lattice Dynamical Systems Associated with a Fractional Laplacian, Uniqueness of minimal energy solutions for a semilinear problem involving the fractional Laplacian, Green’s formula and a Dirichlet-to-Neumann operator for fractional-order pseudodifferential operators, BOUNDARY PROBLEMS FOR FRACTIONAL LAPLACIANS, Fractional Hardy-type inequalities in domains with uniformly fat complement, Discrete approximations to reflected Brownian motion, On comparability of integral forms, Some integrability estimates for solutions of the fractional p-Laplace equation, Unnamed Item, Maximum principle for certain generalized time and space fractional diffusion equations, Relative Fatou's theorem for (\(-\Delta)^{\alpha/2}\)-harmonic functions in bounded \(\kappa\)-fat open sets, Traces of symmetric Markov processes and their characterizations, Unnamed Item, Minimal thinness with respect to subordinate killed Brownian motions, Existence, Uniqueness, and Asymptotic Behavior for Nonlocal Parabolic Problems with Dominating Gradient Terms, On fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equations, Strong maximum principles for fractional elliptic and parabolic problems with mixed boundary conditions, Regularity of spectral fractional Dirichlet and Neumann problems, Transience and Recurrence of Markov Processes with Constrained Local Time, Reduction of integration domain in Triebel–Lizorkin spaces, On harmonic functions for trace processes, Approximate Controllability from the Exterior of Space-Time Fractional Diffusive Equations, A fractional Hardy-Sobolev-Maz’ya inequality on the upper halfspace, Boundary Harnack principle for $Δ+ Δ^{𝛼/2}$, Boundary Harnack inequality for Markov processes with jumps, A note on the trace theorem for Besov-type spaces of generalized smoothness on d-sets, Strong maximum principles for fractional Laplacians, Stability of Dirichlet heat kernel estimates for non-local operators under Feynman-Kac perturbation, Potential theory of subordinate killed Brownian motion, Fatou's Theorem for censored stable processes., Existence of solutions for a parabolic equation in bounded domain, Inverse problems for the fractional-Laplacian with lower order non-local perturbations, On a Rayleigh-Faber-Krahn Inequality for the Regional Fractional Laplacian, Unnamed Item