Oscillation of harmonic functions for subordinate Brownian motion and its applications

DOI10.1016/J.SPA.2012.09.015zbMATH Open1264.31004arXiv1208.5196OpenAlexW2006953612MaRDI QIDQ1933595FDOQ1933595

Authors: Panki Kim, Yunju Lee 

Publication date: 24 January 2013

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

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.

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

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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)

Cited In (7)

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

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