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

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)

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.

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Cited in

(10)

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

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