Boundary Harnack principle for subordinate Brownian motions

Panki Kim, Renming Song and Zoran Vondracek

Stochastic Processes and their Applications, 2009, vol. 119, issue 5, 1601-1631

Abstract: 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.

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 (search for similar items in EconPapers)
Date: 2009
References: View complete reference list from CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(08)00127-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:119:y:2009:i:5:p:1601-1631

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().