Boundary Harnack principle for subordinate Brownian motions

We establish a boundary Harnack principle for a large class of subordinate Brownian motions, including mixtures of symmetric stable processes, in [kappa]-fat open sets (disconnected analogue of John domains). As an application of the boundary Harnack principle, we identify the Martin boundary and the minimal Martin boundary of bounded [kappa]-fat open sets with respect to these processes with their Euclidean boundaries.

MoreLess

Year of publication:	2009
Authors:	Kim, Panki ; Song, Renming ; Vondracek, Zoran
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 5, p. 1601-1631
Publisher:	Elsevier
Keywords:	Green functions Poisson kernels Subordinator Subordinate Brownian motion Bernstein functions Complete Bernstein functions Symmetric stable processes Mixture of symmetric stable processes Harmonic functions Harnack inequality Boundary Harnack principle Martin boundary

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008873176