Potential theory of special subordinators and subordinate killed stable processes
Bernstein functions are the characteristic exponents (logarithms of the Laplace transform) of subordinators, i.e., increasing Lévy processes on the half-line \((0,\infty)\). A special Bernstein function (giving rise to a special subordinator) is such that both \(f(x)\) and \(g(x):= x/f(x)\) are Bernstein functions. The class of special Bernstein functions is fairly large and most examples come from the slightly smaller class of complete Bernstein functions [see \textit{R. L. Schilling} J. Aust. Math. Soc. A 64, 368--396 (1998; Zbl 0920.47039)]. The authors give a characterization of special Bernstein functions in terms of the associated potential measures (they need to have a decreasing density when restricted to \((0,\infty)\)) and study some potential theoretic properties of special subordinators. Then they study killed (upon exiting a bounded open set \(D\)) symmetric \(\alpha\)-stable processes and the subordinate (i.e., time-changed by an independent special subordinator) process. Special emphasis is put on the study of positive harmonic functions. It is shown that the positive harmonic functions of the subordinate killed symmetric stable process are continuous and satisfy a Harnack inequality. If the set \(D\) is \(\kappa\)-fat -- that is if for some \(\kappa\in (0,1)\) there is some \(R>0\) such that for all \(z\in\partial D\) and \(r\in (0,R)\) the set \(D\cap B_r(z)\) contains a ball of radius \(\kappa r\) --, the Martin boundary and the minimal Martin boundary of the above killed subordinate process coincide with the Euclidean boundary \(\partial D\); the Martin kernel is explicitly calculated.
- Harmonic functions of subordinate killed Brownian motion
- Potential theory of subordinate killed Brownian motion
- On the potential theory of one-dimensional subordinate Brownian motions with continuous components
- Potential theory of subordinate killed Brownian motion in a domain
- Potential theory of one-dimensional geometric stable processes
- Boundary Harnack principle for symmetric stable processes
- Generalized gamma convolutions and related classes of distributions and densities
- Green function estimates and Harnack inequality for subordinate Brownian motions
- Harmonic functions of subordinate killed Brownian motion
- Harnack inequality for some classes of Markov processes
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- Intrinsic ultracontractivity and conditional gauge for symmetric stable processes
- Intrinsic ultracontractivity and eigenfunction estimates for Schrödinger operators
- On subordinators, self-similar Markov processes and some factorizations of the exponential variable
- Potential theory of subordinate killed Brownian motion in a domain
- Potential theory. An analytic and probabilistic approach to balayage
- Pseudo differential operators and Markov processes. In 3 vol. Vol. 1: Fourier analysis and semigroups
- Sharp bounds on the density, Green function and jumping function of subordinate killed BM
- Sobolev spaces on non-smooth domains and Dirichlet forms related to subordinate reflecting diffusions
- Some Dirichlet spaces obtained by subordinate reflected diffusions
- The boundary Harnack principle for the fractional Laplacian
- Ultracontractivity and the heat kernel for Schrödinger operators and Dirichlet Laplacians
- Boundary Harnack principle for subordinate Brownian motions
- On the relationship between subordinate killed and killed subordinate processes
- Sharp Green function estimates for \(\Delta + \delta ^{\alpha /2}\) in \(C^{1,1}\) open sets and their applications
- Dirichlet heat kernel estimates for \(\Delta ^{\alpha /2} + \delta ^{\beta /2}\)
- Sharp estimates on the Green functions of perturbations of subordinate Brownian motions in bounded \(\kappa\)-fat open sets
- Intrinsic ultracontractivity for stable semigroups on unbounded open sets
- Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity
- On states of total weighted occupation times of a class of infinitely divisible superprocesses on a bounded domain
- Potential theory of geometric stable processes
- Semilinear Dirichlet problem for subordinate spectral Laplacian
- Potential theory of subordinate killed Brownian motion
- Subordinating the killed process versus killing the subordinate process
- New families of subordinators with explicit transition probability semigroup
- On the complete monotonicity of the compound geometric convolution with applications in risk theory
- Potential theory of one-dimensional geometric stable processes
- The extended hypergeometric class of Lévy processes
- Minimal thinness with respect to subordinate killed Brownian motions
- On q-scale functions of spectrally negative Lévy processes
- Existence and convergence of least-energy solutions involving the logarithmic Schrödinger operator
- Large solutions for subordinate spectral Laplacian
- Higher order approximations in arcsine laws for subordinators
- Smoothness of scale functions for spectrally negative Lévy processes
- Complete Bernstein functions and subordinators with nested ranges. A note on a paper by P. Marchal
- On the boundary theory of subordinate killed Lévy 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.
- New representation theorems for completely monotone and Bernstein functions with convexity properties on their measures
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
- Some remarks on special subordinators
- Convexity and smoothness of scale functions and de Finetti's control problem
- On the potential theory of one-dimensional subordinate Brownian motions with continuous components
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