Fatou's Theorem for censored stable processes
We give a proof of Fatou's Theorem for censored [alpha]-stable processes in a bounded C1,1 open set D where [alpha][set membership, variant](1,2). As an application of Fatou's Theorem, we show that the harmonic measure for such censored [alpha]-stable process is mutually absolutely continuous with respect to the surface measure of [not partial differential]D. Fatou's Theorem is also established for operators obtained from the generator of the censored [alpha]-stable process through non-local Feynman-Kac transforms. Fatou's Theorem for censored relativistic stable processes is also true as a consequence.
Year of publication: |
2003
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Authors: | Kim, Panki |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 108.2003, 1, p. 63-92
|
Publisher: |
Elsevier |
Keywords: | Green function Censored stable process Fatou's Theorem Martin kernel Martin boundary Harmonic function Feynman-Kac transforms Martin representation |
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