Martin boundary of unbounded sets for purely discontinuous Feller processes

Panki Kim, Renming Song, Zoran Vondraček

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper, we study the Martin kernels of general open sets associated with inaccessible points for a large class of purely discontinuous Feller processes in metric measure spaces. Let D be an unbounded open set. Infinity is accessible from D if the expected exit time from D is infinite, and inaccessible otherwise. We prove that under suitable assumptions there is only one Martin boundary point associated with infinity, and that this point is minimal if and only if infinity is accessible from D. Similar results are also proved for finite boundary points of D.

Original languageEnglish (US)
Pages (from-to)1067-1085
Number of pages19
JournalForum Mathematicum
Volume28
Issue number6
DOIs
StatePublished - Nov 1 2016

Keywords

  • Lévy process
  • Martin boundary
  • Martin kernel
  • purely discontinuous Feller process

ASJC Scopus subject areas

  • General Mathematics
  • Applied Mathematics

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