Abstract
Suppose d ≥ 2 and α ∈ (1, 2). Let D be a (not necessarily bounded) C1,1 open set in ℝd and μ = (μ1, . . ., μd) where each μj is a signed measure on ℝd belonging to a certain Kato class of the rotationally symmetric α-stable process X. Let Xμ be an α-stable process with drift μ in ℝd and let Xμ,D be the subprocess of Xμ in D. In this paper, we derive sharp two-sided estimates for the transition density of Xμ,D.
Original language | English (US) |
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Pages (from-to) | 555-581 |
Number of pages | 27 |
Journal | Potential Analysis |
Volume | 41 |
Issue number | 2 |
DOIs | |
State | Published - Jun 2014 |
Keywords
- Boundary Harnack inequality
- Exit time
- Gradient operator
- Green function
- Heat kernel
- Kato class
- Lévy system
- Symmetric α-stable process
- Transition density
ASJC Scopus subject areas
- Analysis