Intrinsic Ultracontractivity for General L\'evy processes on Bounded Open Sets
Probability
2015-09-01 v3
Abstract
We prove that a general (not necessarily symmetric) L\'evy process killed on exiting a bounded open set (without regular condition on the boundary) is intrinsically ultracontractive, provided that for some constant , where denotes the support of the associated L\'evy measure . For a symmetric L\'evy process killed on exiting a bounded H\"older domain of order , we also obtain the intrinsic ultracontractivity under much weaker assumption on the associated L\'evy measure.
Keywords
Cite
@article{arxiv.1501.06130,
title = {Intrinsic Ultracontractivity for General L\'evy processes on Bounded Open Sets},
author = {Xin Chen and Jian Wang},
journal= {arXiv preprint arXiv:1501.06130},
year = {2015}
}