Stable processes have thorns

DOI10.1214/AOP/1046294308MaRDI QIDQ1872328zbMATH OpenOpenAlexFDO

Authors K. Burdzy, T. Kulczycki

Publication date 6 May 2003

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1046294308

zbMATH Keywords

fine structure of sample pathsmultidimensional stable processes

Mathematics Subject Classification ID

Sample path properties (60G17) Stable stochastic processes (60G52)

Recommendations

• Symmetric stable processes stay in thick sets.
• Exit times from cones in R^n of symmetric stable processes
• Symmetric stable processes on unbounded domains
• -stable random walk has massive thorns
• Stable-bounded subsets of \(L^{\alpha}\), and sample unboundedness of symmetric stable processes

Cites work

• A conditioned limit theorem for random walk and Brownian local time on square root boundaries
• Brownian paths and cones
• Cutting Brownian paths
• Excursions in a cone for two-dimensional Brownian motion
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• Mouvement brownien, cônes et processus stables. (Brownian motion, cones and stable processes)
• On Brownian slow points
• On some relations between the harmonic measure and the Levy measure for a certain class of Markov processes
• On the Distribution of First Hits for the Symmetric Stable Processes
• On the Hausdorff dimension of Brownian cone points
• On the oscillation of the Brownian motion process
• Potential theory for the α-stable Schrödinger operator on bounded Lipschitz domains
• Probabilistic proof of boundary Harnack principle for -harmonic functions
• Relative Fatou theorem for harmonic functions of rotation invariant stable processes in smooth domains
• Representation of a-harmonic functions in Lipschitz domains
• Sets avoided by Brownian motion
• The multifractal nature of Lévy processes

Cited in

(15)

• On the trace of symmetric stable processes on Lipschitz domains
• Yaglom limit for stable processes in cones
• Symmetric stable processes stay in thick sets.
• The Cauchy process and the Steklov problem
• Progressive intrinsic ultracontractivity and heat kernel estimates for non-local Schrödinger operators
• Pointwise eigenfunction estimates and mean \(L^p\)-norm blowup of a system of semilinear SPDEs with symmetric Lévy generators
• Pointwise eigenfunction estimates and intrinsic ultracontractivity-type properties of Feynman-Kac semigroups for a class of Lévy processes
• The estimates of the mean first exit time from a ball for the \(\alpha \)-stable Ornstein-Uhlenbeck processes
• Estimates and structure of \(\alpha\)-harmonic functions
• Spectral gap for stable process on convex planar double symmetric domains
• -stable random walk has massive thorns
• Intrinsic ultracontractivity of the Feynman-Kac semigroup for relativistic stable processes
• Spectral Gap for the Cauchy Process on Convex, Symmetric Domains
• Symmetric stable processes in parabola–shaped regions
• Intrinsic ultracontractivity for Schrödinger semigroups based on cylindrical fractional Laplacian on the plane

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