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In this paper we study the Martin boundary of unbounded open sets at infinity for a large class of subordinate Brownian motions. We first prove that, for such subordinate Brownian motions, the uniform boundary Harnack principle at infinity…

Probability · Mathematics 2012-12-14 Panki Kim , Renming Song , Zoran Vondraček

In this paper we study a subordinate Brownian motion with a Gaussian component and a rather general discontinuous part. The assumption on the subordinator is that its Laplace exponent is a complete Bernstein function with a L\'evy density…

Probability · Mathematics 2012-04-06 Panki Kim , Renming Song , Zoran Vondracek

For any \alpha in (0, 2), a truncated symmetric \alpha-stable process is a symmetric Levy process with no diffusion part and with a Levy density given by c|x|^{-d-\alpha} 1_{|x|< 1} for some constant c. In previous paper we have studied the…

Probability · Mathematics 2007-05-23 Panki Kim , Renming Song

In this paper, a necessary and sufficient condition is obtained for the scale invariant boundary Harnack inequality (BHP in abbreviation) for a large class of Hunt processes on metric measure spaces that are in weak duality with another…

Probability · Mathematics 2023-12-06 Zhen-Qing Chen , Jie-Ming Wang

In this paper, we consider a large class of subordinate Brownian motions $X$ via subordinators with Laplace exponents which are complete Bernstein functions satisfying some mild scaling conditions at zero and at infinity. We first discuss…

Probability · Mathematics 2013-07-16 Panki Kim , Renming Song , Zoran Vondraček

We prove a boundary Harnack inequality for jump-type Markov processes on metric measure state spaces, under comparability estimates of the jump kernel and Urysohn-type property of the domain of the generator of the process. The result holds…

Probability · Mathematics 2017-02-15 Krzysztof Bogdan , Takashi Kumagai , Mateusz Kwaśnicki

A subordinate Brownian motion is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. The infinitesimal generator of a subordinate Brownian motion is $-\phi(-\Delta)$, where…

Probability · Mathematics 2014-02-26 Panki Kim , Renming Song , Zoran Vondracek

In this paper we prove the uniform boundary Harnack principle in general open sets for harmonic functions with respect to a large class of rotationally symmetric purely discontinuous L\'evy processes.

Probability · Mathematics 2015-05-30 Panki Kim , Renming Song , Zoran Vondracek

For $d\geq 1$ and $\alpha \in (0, 2)$, consider the family of pseudo differential operators $\{\Delta+ b \Delta^{\alpha/2}; b\in [0, 1]\}$ on $\R^d$ that evolves continuously from $\Delta$ to $\Delta + \Delta^{\alpha/2}$. In this paper, we…

Probability · Mathematics 2009-11-10 Zhen-Qing Chen , Panki Kim , Renming Song , Zoran Vondraček

In this paper we study the Martin boundary of open sets with respect to a large class of purely discontinuous symmetric L\'evy processes in ${\mathbb R}^d$. We show that, if $D\subset {\mathbb R}^d$ is an open set which is $\kappa$-fat at a…

Probability · Mathematics 2014-05-05 Panki Kim , Renming Song , Zoran Vondraček

A subordinate Brownian motion $X$ is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. In this paper, when the Laplace exponent $\phi$ of the corresponding subordinator…

Probability · Mathematics 2013-01-31 Panki Kim , Ante Mimica

Let $Z$ be a subordinate Brownian motion in ${\mathbb R}^d$, $d\ge 2$, via a subordinator with Laplace exponent $\phi$. We kill the process $Z$ upon exiting a bounded open set $D\subset {\mathbb R}^d$ to obtain the killed process $Z^D$, and…

Probability · Mathematics 2019-01-16 Panki Kim , Renming Song , Zoran Vondraček

We provide the classical Boundary Harnack principle in Lipschitz domains for solutions to two different linear uniformly elliptic equations with the same principal part.

Analysis of PDEs · Mathematics 2025-07-04 Daniela De Silva , Ovidiu Savin

We give a short and self-contained proof of the Boundary Harnack inequality for a class of domains satisfying some geometric conditions given in terms of a state function that behaves as the distance function to the boundary, is subharmonic…

Analysis of PDEs · Mathematics 2024-02-13 Francesco Paolo Maiale , Giorgio Tortone , Bozhidar Velichkov

We prove the Harnack inequality and boundary Harnack principle for the absolute value of a one-dimensional recurrent subordinate Brownian motion killed upon hitting $0$, when $0$ is regular for itself and the Laplace exponent of the…

Probability · Mathematics 2016-07-27 Vanja Wagner

Let $W^D$ be a killed Brownian motion in a domain $D\subset {\mathbb R}^d$ and $S$ an independent subordinator with Laplace exponent $\phi$. The process $Y^D$ defined by $Y^D_t=W^D_{S_t}$ is called a subordinate killed Brownian motion. It…

Probability · Mathematics 2019-01-15 Panki Kim , Renming Song , Zoran Vondraček

We show the well-posed variational principle in constraint systems. In a naive procedure of the variational principle with constraints, the proper number of boundary conditions does not match with that of physical degrees of freedom…

High Energy Physics - Theory · Physics 2023-12-25 Keisuke Izumi , Keigo Shimada , Kyosuke Tomonari , Masahide Yamaguchi

We show that a domain in $\mathbb{R}^3$ with the trace of a 3D Brownian motion removed almost surely satisfies the boundary Harnack principle (BHP). Then, we use it to prove that the intersection exponents for 3D Brownian motion are…

Probability · Mathematics 2024-11-25 Yifan Gao , Xinyi Li , Yifan Li , Runsheng Liu , Xiangyi Liu

We investigate the Boundary Harnack Principle in H\"older domains of exponent $\alpha>0$ by the analytical method developed in our previous work "A short proof of Boundary Harnack Principle".

Analysis of PDEs · Mathematics 2020-05-08 Daniela De Silva , Ovidiu Savin

We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin boundary and all harmonic functions associated with this process.…

Probability · Mathematics 2025-01-31 Sandro Franceschi
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