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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

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

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

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

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

We establish a boundary Harnack principle for a large class of subordinate Brownian motion, including mixtures of symmetric stable processes, in bounded $\kappa$-fat open set (disconnected analogue of John domains). As an application of the…

Probability · Mathematics 2007-08-21 Panki Kim , Renming Song , Zoran Vondracek

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

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

We obtain a uniform boundary Harnack principle (BHP) on any open sets for a large class of non-local operators on metric measure spaces under a jump measure comparability and tail estimate condition, and an upper bound condition on the…

Probability · Mathematics 2024-10-29 Shiping Cao , Zhen-Qing Chen

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 present a proof of scale-invariant boundary Harnack principle for uniform domains when the underlying space satisfies a scale-invariant elliptic Harnack inequality. Our approach does not assume the underlying space to be geodesic.…

Probability · Mathematics 2026-04-21 Aobo Chen

In this paper, we consider transient subordinate Brownian motion X in R^d, d \geq 1, where the Laplace exponent \phi of the corresponding subordinator satisfies some mild conditions. The scaleinvariant Harnack inequality is proved for X. We…

Probability · Mathematics 2012-04-06 Panki Kim , Ante Mimica

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

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

In this paper, we consider a large class of subordinate random walks $X$ on integer lattice $\mathbb{Z}^d$ via subordinators with Laplace exponents which are complete Bernstein functions satisfying a certain lower scaling condition at zero.…

Probability · Mathematics 2017-01-27 Ante Mimica , Stjepan Šebek

We show that the uniform norm of generalized grey Brownian motion over the unit interval has an analytic density, excluding the special case of fractional Brownian motion. Our main result is an asymptotic expansion for the small ball…

Probability · Mathematics 2023-01-13 Stefan Gerhold

A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…

Probability · Mathematics 2007-05-23 Itai Benjamini , Zhen-Qing Chen , Steffen Rohde

We establish boundary estimates for non-negative solutions to the p-parabolic equation in the degenerate range $p>2$. Our main results include new parabolic intrinsic Harnack chains in cylindrical NTA-domains together with sharp boundary…

Analysis of PDEs · Mathematics 2020-01-22 Benny Avelin , Kaj Nyström , Tuomo Kuusi

In this paper we prove a uniform and scale invariant boundary Harnack principle at infinity for a large class of purely discontinuous Feller processes on metric measure spaces.

Probability · Mathematics 2015-11-17 P. Kim , R. Song , Z. Vondraček

We consider an n-dimensional Brownian Motion trapped inside a bounded convex set by normally-reflecting boundaries. It is well-known that this process is uniformly ergodic. However, the rates of this ergodicity are not well-understood,…

Probability · Mathematics 2022-08-04 Jackson Loper
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