Barriers, exit time and survival probability for unimodal Lévy processes

DOI10.1007/s00440-014-0568-6zbMath1317.31016arXiv1307.0270OpenAlexW2048543698WikidataQ59404957 ScholiaQ59404957MaRDI QIDQ2349146

Tomasz Grzywny, Michał Ryznar, Krzysztof Bogdan

Publication date: 19 June 2015

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.0270

zbMATH Keywords

superharmonic functionssurvival probabilityLévy measurefirst exit timeLévy-Khintchine exponentunimodal isotropic Lévy process

Mathematics Subject Classification ID

Related Items (31)

Gradient estimates of harmonic functions and transition densities for Lévy processes ⋮ Exit time of a hyperbolic \(\alpha\)-stable process from a halfspace or a ball ⋮ Fluctuation theory for Lévy processes with completely monotone jumps ⋮ On directional convolution equivalent densities ⋮ Trace estimates for unimodal Lévy processes ⋮ Estimates of Dirichlet heat kernels for subordinate Brownian motions ⋮ Heat kernel estimates for subordinate Markov processes and their applications ⋮ Martin kernels for Markov processes with jumps ⋮ On estimates of transition density for subordinate Brownian motions with Gaussian components in \(C^{1,1}\)-open sets ⋮ Potential kernels, probabilities of hitting a ball, harmonic functions and the boundary Harnack inequality for unimodal Lévy processes ⋮ Boundary regularity for nonlocal operators with kernels of variable orders ⋮ Dirichlet heat kernel for unimodal Lévy processes ⋮ Existence of solutions for nonlinear elliptic PDEs with fractional Laplacians on open balls ⋮ Yaglom limit for unimodal Lévy processes ⋮ MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022 ⋮ The Dirichlet problem for nonlocal elliptic operators with $C^{0,\alpha }$ exterior data ⋮ Lévy processes: concentration function and heat kernel bounds ⋮ Density and tails of unimodal convolution semigroups ⋮ Remarks on the nonlocal Dirichlet problem ⋮ Hopf's lemma for viscosity solutions to a class of non-local equations with applications ⋮ Maximum Principles and Aleksandrov--Bakelman--Pucci Type Estimates for NonLocal Schrödinger Equations with Exterior Conditions ⋮ Universal constraints on the location of extrema of eigenfunctions of non-local Schrödinger operators ⋮ Extension and trace for nonlocal operators ⋮ Global Dirichlet heat kernel estimates for symmetric Lévy processes in half-space ⋮ Hitting times of points and intervals for symmetric Lévy processes ⋮ Liouville type results for systems of equations involving fractional Laplacian in exterior domains ⋮ On overdetermined problems for a general class of nonlocal operators ⋮ Estimates of Dirichlet heat kernel for symmetric Markov processes ⋮ Minimal thinness with respect to symmetric Lévy processes ⋮ Maximum principles for time-fractional Cauchy problems with spatially non-local components ⋮ Estimates of Dirichlet heat kernels for unimodal Lévy processes with low intensity of small jumps

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Suprema of Lévy processes
• Dirichlet heat kernel for unimodal Lévy processes
• Estimates of the Green function for the fractional Laplacian perturbed by gradient
• Harnack inequalities for subordinate Brownian motions
• Global heat kernel estimate for relativistic stable processes in exterior open sets
• On positive harmonic functions in cones and cylinders
• On heat kernel estimates and parabolic Harnack inequality for jump processes on metric measure spaces
• Boundary Harnack principle for \(p\)-harmonic functions in smooth Euclidean domains
• Potential theory of truncated stable processes
• Boundary Harnack principle for subordinate Brownian motions
• Classification of coharmonic and coinvariant functions for a Levy process
• The growth of random walks and Levy processes
• Exit times of Brownian motion, harmonic majorization, and Hardy spaces
• Growth and Hölder conditions for the sample paths of Feller processes
• A symbolic calculus for pseudo differential operators generating Feller semigroups
• Uniform boundary Harnack principle for rotationally symmetric Lévy processes in general open sets
• Hitting times of Bessel processes
• Heat kernel estimates for the fractional Laplacian with Dirichlet conditions
• Continuity of harmonic functions for non-local Markov generators
• Global uniform boundary Harnack principle with explicit decay rate and its application
• Density and tails of unimodal convolution semigroups
• Heat kernel estimates for jump processes of mixed types on metric measure spaces
• Estimates and structure of \(\alpha\)-harmonic functions
• Sharp estimates of the Green function, the Poisson kernel and the Martin kernel of cones for symmetric stable processes
• On Harnack inequality and Hölder regularity for isotropic unimodal Lévy processes
• Infinitely divisible processes and their potential theory. I
• On transition probabilities of symmetric strong Markov processes
• On some relations between the harmonic measure and the Levy measure for a certain class of Markov processes
• Unavoidable collections of balls for isotropic Lévy processes
• Two-sided Green function estimates for killed subordinate Brownian motions
• Green function estimates for subordinate Brownian motions: Stable and beyond
• [https://portal.mardi4nfdi.de/wiki/Publication:3664169 The isoperimetric inequality for isotropic unimodal L�vy processes]
• On Strong Barriers and an Inequality of Hardy for Domains in R ⁿ
• Potential Theory of Lévy Processes
• Potential theory of one-dimensional geometric stable processes
• Estimates of the potential kernel and Harnack's inequality for the anisotropic fractional Laplacian
• On a Necessary and Sufficient Condition That an Infinitely Divisible Distribution be Absolutely Continuous
• Sur la théorie semi-classique du potentiel pur les processus à accroissements indépendants
• Markov Processes, Brownian Motion, and Time Symmetry
• Hölder Continuity of Harmonic Functions with Respect to Operators of Variable Order
• Bernstein functions. Theory and applications

This page was built for publication: Barriers, exit time and survival probability for unimodal Lévy processes