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

conditional gaugeKato class functionstable processultracontrativity

Mathematics Subject Classification ID

Stable stochastic processes (60G52) Continuous-time Markov processes on general state spaces (60J25) 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.

Review text

This is a stable process analog of the results of a Brownian motion with a potential \(q(x)\) of Kato class functions \(\mathbf K_{n,\alpha}\), \(\lim_{r\to 0} \sup_{x\in R^n} \int_{|x-y\}\leq r}\frac {|q(y)|}{|x-y|^{ n-\alpha}} dy=0\), on a domain \(D\). Let \(X_t\) be a symmetric stable process of index \(\alpha\) \((0<\alpha <2)\). The operator \(L^D\) is studied systematically, where \(L^D\) is the generator of \(X_t\), killed at the boundary of \(D\). Harnack inequality, ultracontrativity, logarithmic Sobolev inequality, conditional lifetime and conditional gauge theorem are established based on the main eigenvalue and the ground state and different assumptions on the domain \(D\), as, but rather refined, that in the Brownian motion case.

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