Intrinsic ultracontractivity for general Lévy processes on bounded open sets

MaRDI QIDQ892099zbMATH OpenFDO

Authors Xin Chen, Jian Wang

Publication date 18 November 2015

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

Full work available at URL https://arxiv.org/abs/1501.06130, https://projecteuclid.org/euclid.ijm/1446819305

zbMATH Keywords

Dirichlet semigroupdual processintrinsic ultracontractivityLévy processessubprocess

Mathematics Subject Classification ID

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

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.

Review text

The authors prove ``that a general (not necessarily symmetric) Lévy process killed on exiting a bounded open set (without regular condition on the boundary) is intrinsically ultracontractive, provided that a ball around the origin is contained in the support of the Lévy measure of the process. They provide a nice literature survey: the new point in their main result is that ``it gets rid of any regularity condition on [the] bounded open set \(D\) to ensure the intrinsic ultracontracitvity of [the] associated Dirichlet semigroups for general Lévy processes with finite range jumps. Besides [they] do not require that [the] Lévy measure has an absolutely continuous part. The authors always assume that the process has a continuous, bounded and strictly positive transition density. ``For a symmetric Lévy process killed on exiting a bounded Hölder domain of order 0, [they] also obtain the intrinsic ultracontractivity under much weaker assumption on the associated Lévy measure. In this context they use a logarithmic distance integrability assumption. Finally, the authors mention that the results can be generalized to a large class of Lévy type processes.

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Cites work

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Cited in

(11)

• Intrinsic ultracontractivity and ground state estimates of non-local Dirichlet forms on unbounded open sets
• Functional inequalities for time-changed symmetric \(\alpha \)-stable processes
• Periodic homogenization of nonsymmetric Lévy-type processes
• Two-sided Dirichlet heat kernel estimates of symmetric stable processes on horn-shaped regions
• Intrinsic ultracontractivity for stable semigroups on unbounded open sets
• Hopf type lemmas for subsolutions of integro-differential equations
• scientific article; zbMATH DE number 5774766 (Why is no real title available?)
• Intrinsic ultracontractivity for non-symmetric Lévy processes
• Intrinsic ultracontractivity for Lévy processes
• Large time behaviour of semilinear stochastic partial differential equations perturbed by a mixture of Brownian and fractional Brownian motions
• Quasi-stationary distributions for time-changed symmetric -stable processes killed upon hitting zero

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