Censored symmetric Lévy-type processes

DOI10.1515/FORUM-2018-0076zbMATH Open1450.60046OpenAlexW2950752109MaRDI QIDQ2279810FDOQ2279810

Authors Vanja Wagner 

Publication date 16 December 2019

Published in Forum Mathematicum (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1608.01384

zbMATH Keywords

harmonic functionDirichlet space3G inequalityscale invariant Harnack inequalitycensored Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17) Probabilistic potential theory (60J45) Jump processes on discrete state spaces (60J74)

Abstract: We examine three equivalent constructions of a censored symmetric purely discontinuous L'evy process on an open set $D$; via the corresponding Dirichlet form, through the Feynman-Kac transform of the L'evy process killed outside of $D$ and from the same killed process by the Ikeda-Nagasawa-Watanabe piecing together procedure. By applying the trace theorem on $n$-sets for Besov-type spaces of generalized smoothness associated with complete Bernstein functions satisfying certain scaling conditions, we analyze the boundary behaviour of the corresponding censored L'evy process and determine conditions under which the process approaches the boundary $partialD$ in finite time. Furthermore, we prove a stronger version of the 3G inequality and its generalized version for Green functions of purely discontinuous L'evy processes on $kappa$-fat open sets. Using this result, we obtain the scale invariant Harnack inequality for the corresponding censored process.

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Cited in

(5)

• Reduction of integration domain in Triebel-Lizorkin spaces
• Lévy processes resurrected in the positive half-line
• Stability of Martin boundary under non-local Feynman-Kac perturbations
• Intrinsic ultracontractivity for general Lévy processes on bounded open sets
• Censored stable processes

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