Potential theory of one-dimensional geometric stable processes
Probability
2016-08-14 v1
Abstract
The purpose of this paper is to find optimal estimates for the Green function and the Poisson kernel for a half-line and intervals of the geometric stable process with parameter . This process has an infinitesimal generator of the form . As an application we prove the scale invariant Harnack inequality as well as the boundary Harnack principle.
Cite
@article{arxiv.1107.0745,
title = {Potential theory of one-dimensional geometric stable processes},
author = {Tomasz Grzywny and Michał Ryznar},
journal= {arXiv preprint arXiv:1107.0745},
year = {2016}
}
Comments
28 pages