Oscillation of harmonic functions for subordinate Brownian motion and its applications

DOI10.1016/J.SPA.2012.09.015MaRDI QIDQ1933595zbMATH OpenOpenAlexFDO

Authors Panki Kim, Yunju Lee

Publication date 24 January 2013

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

Full work available at URL https://arxiv.org/abs/1208.5196

zbMATH Keywords

Martin boundarysubordinate Brownian motionoscillation of harmonic functions

Mathematics Subject Classification ID

Martin boundary theory (31C35) Boundary behavior of harmonic functions in higher dimensions (31B25)

Abstract: In this paper, we establish an oscillation estimate of nonnegative harmonic functions for a pure-jump subordinate Brownian motion. The infinitesimal generator of such subordinate Brownian motion is an integro-differential operator. As an application, we give a probabilistic proof of the following form of relative Fatou theorem for such subordinate Brownian motion X in bounded kappa-fat open set; if u is a positive harmonic function with respect to X in a bounded kappa-fat open set D and h is a positive harmonic function in D vanishing on D^c, then the non-tangential limit of u/h exists almost everywhere with respect to the Martin-representing measure of h.

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Cited in

(7)

• On purely discontinuous additive functionals of subordinate Brownian motions
• On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion
• Representation of harmonic functions with respect to subordinate Brownian motion
• Harmonic functions of subordinate killed Brownian motion
• Martin boundary of unbounded sets for purely discontinuous Feller processes
• Fatou's theorem for subordinate Brownian motions with Gaussian components on \(C^{1,1}\) open sets
• On a Cameron-Martin type quasi-invariance theorem and applications to subordinate Brownian motion

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