English

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 B(0,R0)supp(ν)B(0,R_0)\subseteq \rm{supp}(\nu) for some constant R0>0R_0>0, where supp(ν)\rm{supp}(\nu) denotes the support of the associated L\'evy measure ν\nu. For a symmetric L\'evy process killed on exiting a bounded H\"older domain of order 00, 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}
}
R2 v1 2026-06-22T08:12:17.784Z