Intrinsic ultracontractivity for general Lévy processes on bounded open sets

zbMATH Open1333.60092arXiv1501.06130MaRDI QIDQ892099FDOQ892099

Xin Chen, Jian Wang

Publication date: 18 November 2015

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Abstract: We prove that a general (not necessarily symmetric) L'evy process killed on exiting a bounded open set (without regular condition on the boundary) is intrinsically ultracontractive, provided that $B(0,R_0)subseteqmsupp(u)$ for some constant $R_0>0$, where $msupp(u)$ denotes the support of the associated L'evy measure $u$. For a symmetric L'evy process killed on exiting a bounded H"older domain of order $0$, we also obtain the intrinsic ultracontractivity under much weaker assumption on the associated L'evy measure.

Full work available at URL: https://arxiv.org/abs/1501.06130

zbMATH Keywords

intrinsic ultracontractivitysubprocessdual processDirichlet semigroupLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stable stochastic processes (60G52)

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