English

Potential Theory of Truncated Stable Processes

Probability 2007-05-23 v3

Abstract

For any 0 < alpha <2, a truncated symmetric alpha-stable process is a symmetric Levy process in R^d with a Levy density given by c|x|^{-d-alpha} 1_{|x|< 1} for some constant c. In this paper we study the potential theory of truncated symmetric stable processes in detail. We prove a Harnack inequality for nonnegative harmonic nonnegative functions these processes. We also establish a boundary Harnack principle for nonnegative functions which are harmonic with respect to these processes in bounded convex domains. We give an example of a non-convex domain for which the boundary Harnack principle fails.

Keywords

Cite

@article{arxiv.math/0605533,
  title  = {Potential Theory of Truncated Stable Processes},
  author = {Panki Kim and Renming Song},
  journal= {arXiv preprint arXiv:math/0605533},
  year   = {2007}
}

Comments

35 page, to appear in Mathematische Zeitschrift