Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155610 | Stochastic Processes and their Applications | 2013 | 24 Pages |
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.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Panki Kim, Yunju Lee,