English

On the boundary theory of subordinate killed L\'evy processes

Probability 2019-01-16 v5

Abstract

Let ZZ be a subordinate Brownian motion in Rd{\mathbb R}^d, d2d\ge 2, via a subordinator with Laplace exponent ϕ\phi. We kill the process ZZ upon exiting a bounded open set DRdD\subset {\mathbb R}^d to obtain the killed process ZDZ^D, and then we subordinate the process ZDZ^D by a subordinator with Laplace exponent ψ\psi. The resulting process is denoted by YDY^D. Both ϕ\phi and ψ\psi are assumed to satisfy certain weak scaling conditions at infinity. We study the potential theory of YDY^D, in particular the boundary theory. First, in case that DD is a κ\kappa-fat bounded open set, we show that the Harnack inequality holds. If, in addition, DD satisfies the local exterior volume condition, then we prove the Carleson estimate. In case DD is a smooth open set and the lower weak scaling index of ψ\psi is strictly larger than 1/21/2, we establish the boundary Harnack principle with explicit decay rate near the boundary of DD. On the other hand, when ψ(λ)=λγ\psi(\lambda)=\lambda^{\gamma} with γ(0,1/2]\gamma\in (0,1/2], we show that the boundary Harnack principle near the boundary of DD fails for any bounded C1,1C^{1,1} open set DD. Our results give the first example where the Carleson estimate holds true, but the boundary Harnack principle does not. One of the main ingredients in the proofs is the sharp two-sided estimates of the Green function of YDY^D. Under an additional condition on ψ\psi, we establish sharp two-sided estimates of the jumping kernel of YDY^D which exhibit some unexpected boundary behavior. We also prove a boundary Harnack principle for non-negative functions harmonic in a smooth open set EE strictly contained in DD, showing that the behavior of YDY^D in the interior of DD is determined by the composition ψϕ\psi\circ \phi.

Keywords

Cite

@article{arxiv.1705.02595,
  title  = {On the boundary theory of subordinate killed L\'evy processes},
  author = {Panki Kim and Renming Song and Zoran Vondraček},
  journal= {arXiv preprint arXiv:1705.02595},
  year   = {2019}
}

Comments

A few typos corrected. Accepted for publication in Potential Analysis (55 pp). arXiv admin note: text overlap with arXiv:1610.00872