Potential theory of subordinate killed Brownian motion

Abstract: Let

W^{D}

be a killed Brownian motion in a domain

D s u b s e t {m a t h b b R}^{d}

and

S

an independent subordinator with Laplace exponent

p h i

. The process

Y^{D}

defined by

Y_{t}^{D} = W_{S_{t}}^{D}

is called a subordinate killed Brownian motion. It is a Hunt process with infinitesimal generator

- p h i (- D e l t a |_{D})

, where

D e l t a |_{D}

is the Dirichlet Laplacian. In this paper we study the potential theory of

Y^{D}

under a weak scaling condition on the derivative of

p h i

. We first show that non-negative harmonic functions of

Y^{D}

satisfy the scale invariant Harnack inequality. Subsequently we prove two types of scale invariant boundary Harnack principles with explicit decay rates for non-negative harmonic functions of

Y^{D}

. The first boundary Harnack principle deals with a

C^{1, 1}

domain

D

and non-negative functions which are harmonic near the boundary of

D

, while the second one is for a more general domain

D

and non-negative functions which are harmonic near the boundary of an interior open subset of

D

. The obtained decay rates are not the same, reflecting different boundary and interior behaviors of

Y^{D}

.

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