Potential kernels, probabilities of hitting a ball, harmonic functions and the boundary Harnack inequality for unimodal Lévy processes

DOI10.1016/j.spa.2017.04.004zbMath1386.60265arXiv1611.10304OpenAlexW2558226121MaRDI QIDQ1683807

Tomasz Grzywny, Mateusz Kwaśnicki

Publication date: 1 December 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.10304

zbMATH Keywords

Harnack inequalitypotential theoryLévy processhitting timeisotropic unimodal distribution

Mathematics Subject Classification ID

Related Items (15)

Estimates of heat kernels of non-symmetric Lévy processes ⋮ On directional convolution equivalent densities ⋮ Small order asymptotics of the Dirichlet eigenvalue problem for the fractional Laplacian ⋮ Martin kernels for Markov processes with jumps ⋮ Nonlinear nonlocal Douglas identity ⋮ Nonlocal operators of small order ⋮ Yaglom limit for unimodal Lévy processes ⋮ Estimates of Poisson kernels for symmetric Lévy processes and their applications ⋮ Remarks on the nonlocal Dirichlet problem ⋮ Representation of harmonic functions with respect to subordinate Brownian motion ⋮ Extension and trace for nonlocal operators ⋮ Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift ⋮ Reduction of integration domain in Triebel–Lizorkin spaces ⋮ Estimates of Dirichlet heat kernels for unimodal Lévy processes with low intensity of small jumps ⋮ Interior Schauder estimates for elliptic equations associated with Lévy operators

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