On the boundary theory of subordinate killed Lévy processes

DOI10.1007/S11118-019-09762-2zbMATH Open1451.60090arXiv1705.02595OpenAlexW2963110214MaRDI QIDQ778173FDOQ778173

Authors: Panki Kim, Renming Song, Zoran Vondraček 

Publication date: 2 July 2020

Published in: Potential Analysis (Search for Journal in Brave)

Abstract: Let $Z$ be a subordinate Brownian motion in ${mathbbR}^d$, $dge2$, via a subordinator with Laplace exponent $phi$. We kill the process $Z$ upon exiting a bounded open set $Dsubset{mathbbR}^d$ to obtain the killed process $Z^D$, and then we subordinate the process $Z^D$ by a subordinator with Laplace exponent $psi$. The resulting process is denoted by $Y^D$. Both $phi$ and $psi$ are assumed to satisfy certain weak scaling conditions at infinity. We study the potential theory of $Y^D$, in particular the boundary theory. First, in case that $D$ is a $kappa$-fat bounded open set, we show that the Harnack inequality holds. If, in addition, $D$ satisfies the local exterior volume condition, then we prove the Carleson estimate. In case $D$ is a smooth open set and the lower weak scaling index of $psi$ is strictly larger than $1/2$, we establish the boundary Harnack principle with explicit decay rate near the boundary of $D$. On the other hand, when $psi(lambda)=lambd{a}^{gamma}$ with $gammain(0,1/2]$, we show that the boundary Harnack principle near the boundary of $D$ fails for any bounded $C^{1,1}$ open set $D$. Our results give the first example where the Carleson estimate holds true, but the boundary Harnack principle does not. One of the main ingredients in the proofs is the sharp two-sided estimates of the Green function of $Y^D$. Under an additional condition on $psi$, we establish sharp two-sided estimates of the jumping kernel of $Y^D$ which exhibit some unexpected boundary behavior. We also prove a boundary Harnack principle for non-negative functions harmonic in a smooth open set $E$ strictly contained in $D$, showing that the behavior of $Y^D$ in the interior of $D$ is determined by the composition $psicircphi$.

Full work available at URL: https://arxiv.org/abs/1705.02595

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zbMATH Keywords

Carleson estimateharmonic functionsHarnack inequalitysubordinationGreen functionsboundary Harnack principlejumping kernelsLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Markov semigroups and applications to diffusion processes (47D07) Potentials and capacities, extremal length and related notions in higher dimensions (31B15) Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Boundary theory for Markov processes (60J50)

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Cited In (13)

• Boundary Harnack principle for subordinate Brownian motions
• Existence and multiplicity results for nonlocal Lane-Emden systems
• Singular boundary behaviour and large solutions for fractional elliptic equations
• Potential theory of subordinate killed Brownian motion
• A simple proof of the generalized Leibniz rule on bounded Euclidean domains
• What is the fractional Laplacian? A comparative review with new results
• Boundary Harnack principle for the absolute value of a one-dimensional subordinate Brownian motion killed at 0
• Semilinear nonlocal elliptic equations with source term and measure data
• Heat kernel estimates for subordinate Markov processes and their applications
• Compactness of Green operators with applications to semilinear nonlocal elliptic equations
• Harnack inequality and interior regularity for Markov processes with degenerate jump kernels
• Boundary Harnack principle and Martin boundary at infinity for subordinate Brownian motions
• On potential theory of Markov processes with jump kernels decaying at the boundary

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