Relative Fatou’s theorem for (− )α/2-harmonic functions in bounded κ-fat open sets

Recently it was shown in [P. Kim, Fatou’s theorem for censored stable processes, Stochastic Process. Appl. 108 (1) (2003) 63–92] that Fatou’s theorem for transient censored α-stable processes in a bounded C1,1 open set is true. Here we give a probabilistic proof of relative Fatou’s theorem for (− )α/2-harmonic functions (equivalently for symmetric α-stable processes) in bounded κ-fat open set where α ∈ (0, 2). That is, if u is positive (− )α/2-harmonic function in a bounded κ-fat open set D and h is singular positive (− )α/2-harmonic function in D, then nontangential limits of u/h exist almost everywhere with respect to the Martin-representing measure of h. This extends the result of Bogdan and Dyda [K. Bogdan, B. Dyda, Relative Fatou theorem for harmonic functions of rotation invariant stable processes in smooth domain, Studia Math. 157 (1) (2003) 83–96]. It is also shown that, under the gaugeability assumption, relative Fatou’s theorem is true for operators obtained from the generator of the killed α-stable process in bounded κ-fat open set D through nonlocal Feynman–Kac transforms. As an application, relative Fatou’s theorem for relativistic stable processes is also true if D is bounded C1,1-open set.  2005 Elsevier Inc. All rights reserved.