Abstract
Let W D be a killed Brownian motion in a domain D ⊂ R d and S an independent subordinator with Laplace exponent φ. The process Y D defined by Y t D = W S D t is called a subordinate killed Brownian motion. It is a Hunt process with infinitesimal generator −φ(−Δ| D ), where Δ| D is the Dirichlet Laplacian. In this paper we study the potential theory of Y D under a weak scaling condition on the derivative of φ. We first show that non-negative harmonic functions of Y D satisfy the scale invariant Harnack inequality. Subsequently we prove two types of scale invariant boundary Harnack principles with explicit decay rates for non-negative harmonic functions of Y D . The first boundary Harnack principle deals with a C 1,1 domain D and non-negative functions which are harmonic near the boundary of D, whilethesecondoneis for a more general domain D and non-negative functions which are harmonic near the boundary of an interior open subset of D. The obtained decay rates are not the same, reflecting different boundary and interior behaviors of Y D .
Original language | English (US) |
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Pages (from-to) | 3917-3969 |
Number of pages | 53 |
Journal | Transactions of the American Mathematical Society |
Volume | 371 |
Issue number | 6 |
DOIs | |
State | Published - Mar 15 2019 |
Keywords
- Boundary Harnack principle
- Harmonic functions
- Harnack inequality
- Subordinate Brownian motion
- Subordinate killed Brownian motion
ASJC Scopus subject areas
- General Mathematics
- Applied Mathematics