Intrinsic ultracontractivity, conditional lifetimes and conditional gauge for symmetric stable processes on rough domains

MaRDI QIDQ1567028zbMATH OpenFDO

Authors Zhen-Qing Chen, Renming Song

Publication date 22 April 2001

Published in Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/9809180

zbMATH Keywords

stable processconditional gaugeKato class functionultracontrativity

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stable stochastic processes (60G52) Probabilistic potential theory (60J45)

Abstract: For a symmetric $alpha$-stable process $X$ on $R{R}^n$ with $0<alpha<2$, $ngeq2$ and a domain $DsubsetR{R}^n$, let $L^D$ be the infinitesimal generator of the subprocess of $X$ killed upon leaving $D$. For a Kato class function $q$, it is shown that $L^D+q$ is intrinsic ultracontractive on a H"older domain $D$ of order 0. This is then used to establish the conditional gauge theorem for $X$ on bounded Lipschitz domains in $R{R}^n$. It is also shown that the conditional lifetimes for symmetric stable process in a H"older domain of order 0 are uniformly bounded.

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