Article ID Journal Published Year Pages File Type
1155694 Stochastic Processes and their Applications 2013 32 Pages PDF
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)
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