Martin kernels for Markov processes with jumps
Probability
2015-09-21 v1
Abstract
We prove existence of boundary limits of ratios of positive harmonic functions for a wide class of Markov processes with jumps and irregular domains, in the context of general metric measure spaces. As a corollary, we prove uniqueness of the Martin kernel at each boundary point, that is, we identify the Martin boundary with the topological boundary. We also prove a Martin representation theorem for harmonic functions. Examples covered by our results include: strictly stable L\'evy processes in R^d with positive continuous density of the L\'evy measure; stable-like processes in R^d and in domains; and stable-like subordinate diffusions in metric measure spaces.
Keywords
Cite
@article{arxiv.1509.05677,
title = {Martin kernels for Markov processes with jumps},
author = {Tomasz Juszczyszyn and Mateusz Kwaśnicki},
journal= {arXiv preprint arXiv:1509.05677},
year = {2015}
}
Comments
20 pages