English

On potential theory of Markov processes with jump kernels decaying at the boundary

Probability 2022-12-06 v4 Analysis of PDEs Functional Analysis

Abstract

Motivated by some recent potential theoretic results on subordinate killed L\'evy processes in open subsets of the Euclidean space, we study processes in an open set DRdD\subset {\mathbb R}^d defined via Dirichlet forms with jump kernels of the form JD(x,y)=j(xy)B(x,y)J^D(x,y)=j(|x-y|)\mathcal{B}(x,y) and critical killing functions. Here j(xy)j(|x-y|) is the L\'evy density of an isotropic stable process (or more generally, a pure jump isotropic unimodal L\'evy process) in Rd\mathbb{R}^d. The main novelty is that the term B(x,y)\mathcal{B}(x,y) tends to 0 when xx or yy approach the boundary of DD. Under some general assumptions on B(x,y)\mathcal{B}(x,y), we construct the corresponding process and prove that non-negative harmonic functions of the process satisfy the Harnack inequality and Carleson's estimate. We give several examples of boundary terms satisfying those assumptions. The examples depend on four parameters, β1,β2,β3\beta_1, \beta_2, \beta_3, β4\beta_4, roughly governing the decay of the boundary term near the boundary of DD. In the second part of this paper, we specialise to the case of the half-space D=R+d={x=(x~,xd):xd>0}D=\mathbb{R}_+^d=\{x=(\widetilde{x},x_d):\, x_d>0\}, the α\alpha-stable kernel j(xy)=xydαj(|x-y|)=|x-y|^{-d-\alpha} and the killing functionκ(x)=cxdα\kappa(x)=c x_d^{-\alpha}, α(0,2)\alpha\in (0,2), where cc is a positive constant. Our main result in this part is a boundary Harnack principle which says that, for any p>(α1)+p>(\alpha-1)_+, there are values of the parameters β1,β2,β3\beta_1, \beta_2, \beta_3, β4\beta_4, and the constant cc such that non-negative harmonic functions of the process must decay at the rate xdpx_d^p if they vanish near a portion of the boundary. We further show that there are values of the parameters β1,β2,β3\beta_1, \beta_2, \beta_3, β4\beta_4, for which the boundary Harnack principle fails despite the fact that Carleson's estimate is valid.

Keywords

Cite

@article{arxiv.1910.10961,
  title  = {On potential theory of Markov processes with jump kernels decaying at the boundary},
  author = {Panki Kim and Renming Song and Zoran Vondraček},
  journal= {arXiv preprint arXiv:1910.10961},
  year   = {2022}
}

Comments

This is a corrected version of the published paper https://doi.org/10.1007/s11118-021-09947-8. Proofs of Lemmas 9.3 and 9.4 had minor gaps (estimates of integrals I_2 and IV in Lemma 9.3 and integral IV in Lemma 9.4 were incorrect). These are now fixed. We also corrected some typos