Article ID Journal Published Year Pages File Type
1155610 Stochastic Processes and their Applications 2013 24 Pages PDF
Abstract
In this paper, we establish an oscillation estimate of nonnegative harmonic functions for a pure-jump subordinate Brownian motion. The infinitesimal generator of such subordinate Brownian motion is an integro-differential operator. As an application, we give a probabilistic proof of the following form of relative Fatou theorem for such subordinate Brownian motion X in a bounded κ-fat open set; if u is a positive harmonic function with respect to X in a bounded κ-fat open set D and h is a positive harmonic function in D vanishing on Dc, then the non-tangential limit of u/h exists almost everywhere with respect to the Martin-representing measure of h.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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