Decay rate of harmonic functions for non-symmetric strictly \alpha -stable Lévy processes

DOI10.4064/SM191220-6-11zbMATH Open1479.60097arXiv1912.09602OpenAlexW3157141928MaRDI QIDQ3381902FDOQ3381902

Authors: Tomasz Juszczyszyn 

Publication date: 20 September 2021

Published in: Studia Mathematica (Search for Journal in Brave)

Abstract: In this paper we investigate functions that are harmonic with respect to the non-symmetric strictly $alpha$-stable L'evy processes on an open set $Dinmathbb{R}^d$. We obtain the explicit formula for their boundary decay rate at parts of the boudary of $D$ outside of which they vanish.

Full work available at URL: https://arxiv.org/abs/1912.09602

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zbMATH Keywords

harmonic functionboundary Harnack inequalitysmooth domainstable Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Boundary theory for Markov processes (60J50) Martin boundary theory (31C35) Probabilistic potential theory (60J45)

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Cited In (9)

• Non-symmetric stable operators: regularity theory and integration by parts
• Non-symmetric stable processes: Dirichlet heat kernel, Martin kernel and Yaglom limit
• Nonlocal elliptic and parabolic equations with general stable operators in weighted Sobolev spaces
• On harmonic functions of symmetric Lévy processes
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• Title not available (Why is that?)
• Harmonic extension technique for non-symmetric operators with completely monotone kernels
• On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes
• Title not available (Why is that?)

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