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) |
|---|---|
| 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