English

Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials

Probability 2008-10-03 v3

Abstract

Recently, in [Preprint (2006)], we extended the concept of intrinsic ultracontractivity to nonsymmetric semigroups. In this paper, we study the intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and measure-valued potentials in bounded domains. Our process YY is a diffusion process whose generator can be formally written as L+μνL+\mu\cdot\nabla-\nu with Dirichlet boundary conditions, where LL is a uniformly elliptic second-order differential operator and μ=(μ1,...,μd)\mu=(\mu^1,...,\mu^d) is such that each component μi\mu^i, i=1,...,di=1,...,d, is a signed measure belonging to the Kato class Kd,1\mathbf{K}_{d,1} and ν\nu is a (nonnegative) measure belonging to the Kato class Kd,2\mathbf{K}_{d,2}. We show that scale-invariant parabolic and elliptic Harnack inequalities are valid for YY. In this paper, we prove the parabolic boundary Harnack principle and the intrinsic ultracontractivity for the killed diffusion YDY^D with measure-valued drift and potential when DD is one of the following types of bounded domains: twisted H\"{o}lder domains of order α(1/3,1]\alpha\in(1/3,1], uniformly H\"{o}lder domains of order α(0,2)\alpha\in(0,2) and domains which can be locally represented as the region above the graph of a function. This extends the results in [J. Funct. Anal. 100 (1991) 181--206] and [Probab. Theory Related Fields 91 (1992) 405--443]. As a consequence of the intrinsic ultracontractivity, we get that the supremum of the expected conditional lifetimes of YDY^D is finite.

Keywords

Cite

@article{arxiv.math/0605757,
  title  = {Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials},
  author = {Panki Kim and Renming Song},
  journal= {arXiv preprint arXiv:math/0605757},
  year   = {2008}
}

Comments

Published in at http://dx.doi.org/10.1214/07-AOP381 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)