Intrinsic ultracontractivity for non-symmetric Lévy processes

DOI10.1515/FORUM.2009.003zbMATH Open1175.47040arXivmath/0606678OpenAlexW2120729773MaRDI QIDQ3603872FDOQ3603872

Authors: Panki Kim, Renming Song 

Publication date: 19 February 2009

Published in: Forum Mathematicum (Search for Journal in Brave)

Abstract: Recently we extended the concept of intrinsic ultracontractivity to non-symmetric semigroups and proved that for a large class of non-symmetric diffusions Z with measure-valued drift and potential, the semigroup of Z^D (the process obtained by killing Z upon exiting D) in a bounded domain is intrinsic ultracontractive under very mild assumptions. In this paper, we study the intrinsic ultracontractivity for non-symmetric discontinuous Levy processes. We prove that, for a large class of non-symmetric discontinuous Levy processes X such that the Lebesgue measure is absolutely continuous with respect to the Levy measure of X, the semigroup of X^D in any bounded open set D is intrinsic ultracontractive. In particular, for the non-symmetric stable process X, the semigroup of X^D is intrinsic ultracontractive for any bounded set D. Using the intrinsic ultracontractivity, we show that the parabolic boundary Harnack principle is true for those processes. Moreover, we get that the supremum of the expected conditional lifetimes in a bounded open set is finite. We also have results of the same nature when the Levy measure is compactly supported.

Full work available at URL: https://arxiv.org/abs/math/0606678

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zbMATH Keywords

intrinsic ultracontractivityparabolic boundary Harnack principlenon-symmetric semigroupskilled processesnon-symmetric discontinuous Lévy processes

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45) Applications of operator theory in probability theory and statistics (47N30)

Cites Work

• Boundary behavior of harmonic functions in non-tangentially accessible domains
• Ultracontractivity and the heat kernel for Schrödinger operators and Dirichlet Laplacians
• Intrinsic ultracontractivity and conditional gauge for symmetric stable processes
• Potential theory of truncated stable processes
• Intrinsic ultracontractivity and eigenfunction estimates for Schrödinger operators
• Boundary Harnack principle for symmetric stable processes
• Greenian bounds for Markov processes.
• Lifetimes of conditioned diffusions

Cited In (20)

• Intrinsic ultracontractivity on Riemannian manifolds with infinite volume measures
• Convergence rate for a class of supercritical superprocesses
• L Log L Criterion for a Class of Superdiffusions
• Quasi-stationarity and quasi-ergodicity of general Markov processes
• Intrinsic ultracontractivity of Feynman-Kac semigroups for symmetric jump processes
• Intrinsic ultracontractivity for Lévy processes
• Supercritical superprocesses: proper normalization and non-degenerate strong limit
• Large time behaviour of semilinear stochastic partial differential equations perturbed by a mixture of Brownian and fractional Brownian motions
• Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials
• Intrinsic ultracontractivity and ground state estimates of non-local Dirichlet forms on unbounded open sets
• Sharp Green function estimates for \(\Delta + \delta ^{\alpha /2}\) in \(C^{1,1}\) open sets and their applications
• Pointwise eigenfunction estimates and intrinsic ultracontractivity-type properties of Feynman-Kac semigroups for a class of Lévy processes
• \(L \log L\) condition for supercritical branching Hunt processes
• Intrinsic ultracontractivity for general Lévy processes on bounded open sets
• Intrinsic ultracontractivity of non-symmetric diffusion semigroups in bounded domains
• Uniform conditional ergodicity and intrinsic ultracontractivity
• Sharp estimates on the Green functions of perturbations of subordinate Brownian motions in bounded \(\kappa\)-fat open sets
• Limit theorems for some critical superprocesses
• Uniform dimension results for the inverse images of symmetric Lévy processes
• Intrinsic ultracontractivity for stable semigroups on unbounded open sets

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