Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155694 | Stochastic Processes and their Applications | 2013 | 32 Pages |
Abstract
In this paper we study a subordinate Brownian motion with a Gaussian component and a rather general discontinuous part. The assumption on the subordinator is that its Laplace exponent is a complete Bernstein function with a Lévy density satisfying a certain growth condition near zero. The main result is a boundary Harnack principle with explicit boundary decay rate for non-negative harmonic functions of the process in C1,1C1,1 open sets. As a consequence of the boundary Harnack principle, we establish sharp two-sided estimates on the Green function of the subordinate Brownian motion in any bounded C1,1C1,1 open set DD and identify the Martin boundary of DD with respect to the subordinate Brownian motion with the Euclidean boundary.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Panki Kim, Renming Song, Zoran Vondraček,