Potential Theory of Special Subordinators and Subordinate Killed Stable Processes

Springer Science and Business Media LLC - Tập 19 - Trang 817-847 - 2006
Renming Song1, Zoran Vondraček2
1Department of Mathematics, University of Illinois, Urbana, USA
2Department of Mathematics, University of Zagreb, Zagreb, Croatia

Tóm tắt

In this paper we introduce a large class of subordinators called special subordinators and study their potential theory. Then we study the potential theory of processes obtained by subordinating a killed symmetric stable process in a bounded open set D with special subordinators. We establish a one-to-one correspondence between the nonnegative harmonic functions of the killed symmetric stable process and the nonnegative harmonic functions of the subordinate killed symmetric stable process. We show that nonnegative harmonic functions of the subordinate killed symmetric stable process are continuous and satisfy a Harnack inequality. We then show that, when D is a bounded κ-fat set, both the Martin boundary and the minimal Martin boundary of the subordinate killed symmetric stable process in D coincide with the Euclidean boundary ∂D.

Tài liệu tham khảo

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