Potential theory of subordinate Brownian motions with Gaussian components

DOI10.1016/J.SPA.2012.11.007zbMATH Open1266.31007arXiv1106.5858OpenAlexW2097233575MaRDI QIDQ1940232FDOQ1940232

Zoran Vondraček, Panki Kim, Renming Song

Publication date: 6 March 2013

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

Abstract: In this paper we study a subordinate Brownian motion with a Gaussian component and a rather general discontinuous part. The assumption on the subordinator is that its Laplace exponent is a complete Bernstein function with a L'evy density satisfying a certain growth condition near zero. The main result is a boundary Harnack principle with explicit boundary decay rate for non-negative harmonic functions of the process in $C^{1,1}$ open sets. As a consequence of the boundary Harnack principle, we establish sharp two-sided estimates on the Green function of the subordinate Brownian motion in any bounded $C^{1,1}$ open set $D$ and identify the Martin boundary of $D$ with respect to the subordinate Brownian motion with the Euclidean boundary.

Full work available at URL: https://arxiv.org/abs/1106.5858

zbMATH Keywords

harmonic functionMartin boundarysubordinate Brownian motionboundary Harnack principle

Mathematics Subject Classification ID

Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Boundary behavior of harmonic functions in higher dimensions (31B25)

Cited In (20)

• Limit theorems for a class of critical superprocesses with stable branching
• Convergence rate for a class of supercritical superprocesses
• Drift perturbation of subordinate Brownian motions with Gaussian component
• Potential theory of subordinate killed Brownian motion
• Dirichlet heat kernel for unimodal Lévy processes
• Fluctuation theory for Lévy processes with completely monotone jumps
• Central limit theorems for supercritical branching Markov processes
• Pointwise eigenfunction estimates and intrinsic ultracontractivity-type properties of Feynman-Kac semigroups for a class of Lévy processes
• Boundary Harnack principle for diffusion with jumps
• Global uniform boundary Harnack principle with explicit decay rate and its application
• On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion
• Potential kernels, probabilities of hitting a ball, harmonic functions and the boundary Harnack inequality for unimodal Lévy processes
• Fractional nonlinear degenerate diffusion equations on bounded domains. I: Existence, uniqueness and upper bounds.
• Limit theorems for some critical superprocesses
• On the boundary theory of subordinate killed Lévy processes
• Martin kernels for Markov processes with jumps
• Scale invariant boundary Harnack principle at infinity for Feller processes
• Boundary Harnack principle and Martin boundary at infinity for subordinate Brownian motions
• On estimates of transition density for subordinate Brownian motions with Gaussian components in \(C^{1,1}\)-open sets
• Green function estimates for subordinate Brownian motions: Stable and beyond

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