On the Boundary Theory of Subordinate Killed Lévy Processes

Panki Kim, Renming Song, Zoran Vondraček

Research output: Contribution to journalArticlepeer-review

Abstract

Let Z be a subordinate Brownian motion in ℝd, d ≥ 2, via a subordinator with Laplace exponent ϕ. We kill the process Z upon exiting a bounded open set D⊂ ℝd to obtain the killed process ZD, and then we subordinate the process ZD by a subordinator with Laplace exponent ψ. The resulting process is denoted by YD. Both ϕ and ψ are assumed to satisfy certain weak scaling conditions at infinity. We study the potential theory of YD, in particular the boundary theory. First, in case that D is a κ-fat bounded open set, we show that the Harnack inequality holds. If, in addition, D satisfies the local exterior volume condition, then we prove the Carleson estimate. In case D is a smooth open set and the lower weak scaling index of ψ is strictly larger than 1/2, we establish the boundary Harnack principle with explicit decay rate near the boundary of D. On the other hand, when ψ(λ) = λγ with γ ∈ (0, 1/2], we show that the boundary Harnack principle near the boundary of D fails for any bounded C1,1 open set D. Our results give the first example where the Carleson estimate holds true, but the boundary Harnack principle does not. One of the main ingredients in the proofs is the sharp two-sided estimates of the Green function of YD. Under an additional condition on ψ, we establish sharp two-sided estimates of the jumping kernel of YD which exhibit some unexpected boundary behavior. We also prove a boundary Harnack principle for non-negative functions harmonic in a smooth open set E strictly contained in D, showing that the behavior of YD in the interior of D is determined by the composition ψ ∘ ϕ.

Original languageEnglish (US)
Pages (from-to)131-181
Number of pages51
JournalPotential Analysis
Volume53
Issue number1
DOIs
StatePublished - Jun 1 2020

Keywords

  • Boundary Harnack principle
  • Carleson estimate
  • Green functions
  • Harmonic functions
  • Harnack inequality
  • Jumping kernels
  • Lévy processes
  • Subordination

ASJC Scopus subject areas

  • Analysis

Fingerprint Dive into the research topics of 'On the Boundary Theory of Subordinate Killed Lévy Processes'. Together they form a unique fingerprint.

Cite this