Title of article :
Potential theory of subordinate Brownian motions with Gaussian components
Author/Authors :
Kim، نويسنده , , Panki and Song، نويسنده , , Renming and Vondra?ek، نويسنده , , Zoran، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Abstract :
In this paper we study a subordinate Brownian motion with a Gaussian component and a rather general discontinuous part. The assumption on the subordinator is that its Laplace exponent is a complete Bernstein function with a Lévy density satisfying a certain growth condition near zero. The main result is a boundary Harnack principle with explicit boundary decay rate for non-negative harmonic functions of the process in C 1 , 1 open sets. As a consequence of the boundary Harnack principle, we establish sharp two-sided estimates on the Green function of the subordinate Brownian motion in any bounded C 1 , 1 open set D and identify the Martin boundary of D with respect to the subordinate Brownian motion with the Euclidean boundary.
Keywords :
Exit distribution , Boundary Harnack principle , Harmonic function , Green function , Lévy system , Martin boundary , Subordinate Brownian motion
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications