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Potential theory of subordinate killed Brownian motion Vondracek, Zoran
Description
Let $W^D$ be a killed Brownian motion in a domain $D\subset {\mathbb R}^d$ and $S$ an independent
subordinator with Laplace exponent $\phi$. The process $Y^D$ defined by $Y^D_t=W^D_{S_t}$ is called a subordinate killed Brownian motion. It is a Hunt process with infinitesimal generator $\phi(-\Delta|_D)$, where $\Delta|_D$ is the Dirichlet Laplacian.
In this talk I will present several potential-theoretic results for $Y^D$ under a weak scaling condition on the derivative of $\phi$. These results include the scale invariant Harnack inequality for non-negative harmonic functions of $Y^D$, and two types of scale invariant boundary Harnack principles with explicit decay rates. The first boundary Harnack principle deals with a $C^{1,1}$ domain $D$ and non-negative functions which are harmonic near the boundary of $D$, while the second one is for a more general domain $D$ and non-negative functions which are harmonic near the boundary of an interior open subset of $D$. The obtained decay rates are not the same, reflecting different boundary and interior behavior of $Y^D$.
The results are new even in the case of the stable subordinator.
Joint work with P.Kim and R.Song
Item Metadata
| Title |
Potential theory of subordinate killed Brownian motion
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| Creator | |
| Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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| Date Issued |
2016-11-11T10:20
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| Description |
Let $W^D$ be a killed Brownian motion in a domain $D\subset {\mathbb R}^d$ and $S$ an independent
subordinator with Laplace exponent $\phi$. The process $Y^D$ defined by $Y^D_t=W^D_{S_t}$ is called a subordinate killed Brownian motion. It is a Hunt process with infinitesimal generator $\phi(-\Delta|_D)$, where $\Delta|_D$ is the Dirichlet Laplacian.
In this talk I will present several potential-theoretic results for $Y^D$ under a weak scaling condition on the derivative of $\phi$. These results include the scale invariant Harnack inequality for non-negative harmonic functions of $Y^D$, and two types of scale invariant boundary Harnack principles with explicit decay rates. The first boundary Harnack principle deals with a $C^{1,1}$ domain $D$ and non-negative functions which are harmonic near the boundary of $D$, while the second one is for a more general domain $D$ and non-negative functions which are harmonic near the boundary of an interior open subset of $D$. The obtained decay rates are not the same, reflecting different boundary and interior behavior of $Y^D$.
The results are new even in the case of the stable subordinator.
Joint work with P.Kim and R.Song
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| Extent |
30.0
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| Subject | |
| Type | |
| File Format |
video/mp4
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| Language |
eng
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| Notes |
Author affiliation: University of Zagreb
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| Series | |
| Date Available |
2019-03-05
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| Provider |
Vancouver : University of British Columbia Library
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| Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
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| DOI |
10.14288/1.0376626
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| URI | |
| Affiliation | |
| Peer Review Status |
Unreviewed
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| Scholarly Level |
Faculty
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| Rights URI | |
| Aggregated Source Repository |
DSpace
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Rights
Attribution-NonCommercial-NoDerivatives 4.0 International