Harnack inequalities for subordinate Brownian motions

DOI10.1214/EJP.V17-1930zbMATH Open1248.60092arXiv1202.0706MaRDI QIDQ428657FDOQ428657

Ante Mimica, Panki Kim

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: In this paper, we consider transient subordinate Brownian motion X in R^d, d geq 1, where the Laplace exponent phi of the corresponding subordinator satisfies some mild conditions. The scaleinvariant Harnack inequality is proved for X. We first give new forms of asymptotical properties of the Levy and potential density of the subordinator near zero. Using these results we find asymptotics of the Levy density and potential density of X near the origin, which is essential to our approach. The examples which are covered by our results include geometric stable processes and relativistic geometric stable processes, i.e. the cases when the subordinator has the Laplace exponent phi(lambda)=log(1+lambda^{alpha/2}) (0<alphaleq 2, d > alpha) and phi(lambda)=log(1+(lambda+m^{alpha/2})^{2/alpha}-m) (0<alpha<2,,m>0,d >2).

Full work available at URL: https://arxiv.org/abs/1202.0706

zbMATH Keywords

potentialharmonic functionHarnack inequalitysubordinatorGreen functionsubordinate Brownian motionPoisson kernelgeometric stable process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27) Probabilistic potential theory (60J45)

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