Potential theory of subordinate killed Brownian motion

DOI10.1090/TRAN/7358zbMATH Open1450.60040arXiv1610.00872OpenAlexW2963891167MaRDI QIDQ3120519FDOQ3120519

Authors: Panki Kim, Zoran Vondraček, Renming Song 

Publication date: 5 March 2019

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Abstract: Let $W^D$ be a killed Brownian motion in a domain $Dsubset{mathbbR}^d$ and $S$ an independent subordinator with Laplace exponent $phi$. 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 $-phi(-Delta{|}_D)$, where $Delta{|}_D$ is the Dirichlet Laplacian. In this paper we study the potential theory of $Y^D$ under a weak scaling condition on the derivative of $phi$. 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 $Y^D$.

Full work available at URL: https://arxiv.org/abs/1610.00872

Recommendations

• Harmonic functions of subordinate killed Brownian motion
• Potential theory of subordinate killed Brownian motion in a domain
• On the potential theory of one-dimensional subordinate Brownian motions with continuous components
• Potential theory of subordinate Brownian motions with Gaussian components
• On the boundary theory of subordinate killed Lévy processes

zbMATH Keywords

harmonic functionsHarnack inequalitysubordinate Brownian motionboundary Harnack principlesubordinate killed Brownian motion

Mathematics Subject Classification ID

Boundary theory for Markov processes (60J50) Probabilistic potential theory (60J45) Jump processes on general state spaces (60J76)

Cites Work

• Dirichlet forms and symmetric Markov processes
• Censored stable processes
• Existence, uniqueness and asymptotic behaviour for fractional porous medium equations on bounded domains
• Two-sided eigenvalue estimates for subordinate processes in domains
• A new proof of Moser's parabolic Harnack inequality using the old ideas of Nash
• The boundary behavior of heat kernels of Dirichlet Laplacians
• Global uniform boundary Harnack principle with explicit decay rate and its application
• Bernstein functions. Theory and applications
• Potential theory of subordinate killed Brownian motion in a domain
• Title not available (Why is that?)
• Harnack's inequality for fractional nonlocal equations
• From Brownian Motion to Schrödinger’s Equation
• Potential theory of subordinate Brownian motions with Gaussian components
• On Harnack inequality and Hölder regularity for isotropic unimodal Lévy processes
• Two-sided Green function estimates for killed subordinate Brownian motions
• Green function estimates for subordinate Brownian motions: stable and beyond
• Drift transforms and Green function estimates for discontinuous processes
• Boundary Harnack inequality for Markov processes with jumps
• Conditional gauge theorem for non-local Feynman-Kac transforms
• Gaugeability and conditional gaugeability
• Uniform boundary Harnack principle for rotationally symmetric Lévy processes in general open sets
• Harnack inequalities for subordinate Brownian motions
• On harmonic measure for Lévy processes
• Potential theory of truncated stable processes
• Boundary Harnack principle for subordinate Brownian motions
• The global behavior of heat kernels in exterior domains
• Gaussian Estimates in Lipschitz Domains
• Potential Theory of Subordinate Brownian Motion
• Potential theory of special subordinators and subordinate killed stable processes
• On the relationship between subordinate killed and killed subordinate processes
• Dirichlet heat kernel estimates for rotationally symmetric Lévy processes
• Title not available (Why is that?)
• Harmonic functions of subordinate killed Brownian motion
• Estimates on the Dirichlet heat kernel of domains above the graphs of bounded C1,1 functions
• Boundary Harnack principle for \(\Delta +\Delta ^{\alpha /2}\)
• Minimal thinness with respect to subordinate killed Brownian motions
• Boundary Harnack principle for the absolute value of a one-dimensional subordinate Brownian motion killed at 0
• Scale invariant boundary Harnack principle at infinity for Feller processes
• Probabilistic proof of boundary Harnack principle for \(\alpha\)-harmonic functions
• Sharp estimates on the Green functions of perturbations of subordinate Brownian motions in bounded \(\kappa\)-fat open sets
• Title not available (Why is that?)

Cited In (20)

• Potential theory of Dirichlet forms degenerate at the boundary: the case of no Killing potential
• Well-posedness of mild solutions for superdiffusion equations with spatial nonlocal operators
• Potential theory of special subordinators and subordinate killed stable processes
• Potential analysis of stable processes and its extensions. With some of the papers based on the presentations at the workshop on stochastic and harmonic analysis of processes with jumps, Angers, France, May 2--9, 2006.
• The normal derivative lemma and surrounding issues
• A simple proof of the generalized Leibniz rule on bounded Euclidean domains
• Boundary Harnack principle for the absolute value of a one-dimensional subordinate Brownian motion killed at 0
• Potential theory of subordinate killed Brownian motion in a domain
• Semilinear nonlocal elliptic equations with source term and measure data
• Semilinear Dirichlet problem for subordinate spectral Laplacian
• Potential theory of subordinate Brownian motions with Gaussian components
• Small time asymptotics of spectral heat contents for subordinate killed Brownian motions related to isotropic α‐stable processes
• Heat kernel estimates for subordinate Markov processes and their applications
• Delayed and rushed motions through time change
• On the potential theory of one-dimensional subordinate Brownian motions with continuous components
• On the boundary theory of subordinate killed Lévy processes
• Compactness of Green operators with applications to semilinear nonlocal elliptic equations
• Harnack inequality and interior regularity for Markov processes with degenerate jump kernels
• Counting and partition function asymptotics for subordinate killed Brownian motion
• On potential theory of Markov processes with jump kernels decaying at the boundary

This page was built for publication: Potential theory of subordinate killed Brownian motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3120519)