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We prove relative Fatou's theorem for nonnegative harmonic functions with respect to a large class of killed subordinate Brownian motions with Gaussian components in bounded $C^{1,1}$ open sets in $\mathbb{R}^{d}$, $d\geq 2$, which asserts…

概率论 · 数学 2015-05-01 Yunju Lee , Hyunchul Park

We prove Fatou's theorem for nonnegative harmonic functions with respect to subordinate Brownian motions with Gaussian components on bounded $C^{1,1}$ open sets $D$. We prove that nonnegative harmonic functions with respect to such…

概率论 · 数学 2017-04-07 Hyunchul Park

In this article we prove a representation formula for non-negative generalized harmonic functions with respect to a subordinate Brownian motion in a general open set $D\subset \mathbb{R}^d$. We also study oscillation properties of quotients…

概率论 · 数学 2021-08-03 Ivan Biočić

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…

概率论 · 数学 2014-02-26 Panki Kim , Renming Song , Zoran Vondracek

We give a probabilistic proof of relative Fatou's theorem for $(-\Delta)^{\alpha/2}$-harmonic functions (equivalently for symmetric $\alpha$-stable processes) in bounded $\kappa$-fat open set where $\alpha \in (0,2)$. That is, if $u$ is…

概率论 · 数学 2007-05-23 Panki Kim

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…

概率论 · 数学 2013-01-31 Panki Kim , Ante Mimica

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…

概率论 · 数学 2012-04-06 Panki Kim , Renming Song , Zoran Vondracek

We prove a non-central limit theorem for the symmetric weighted odd-power variations of the fractional Brownian motion with Hurst parameter H< 1/2. As applications, we study the asymptotic behavior of the trapezoidal weighted odd-power…

概率论 · 数学 2018-05-18 David Nualart , Raghid Zeineddine

We study the class of functions on Lipschitz-graph domains satisfying a differential-oscillation condition and show that such functions are $\epsilon$-approximable. As a consequence we obtain the quantitative Fatou theorem in the spirit of…

偏微分方程分析 · 数学 2024-12-18 Tomasz Adamowicz , María J. González , Marcin Gryszówka

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…

概率论 · 数学 2007-08-21 Panki Kim , Renming Song , Zoran Vondracek

We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main…

概率论 · 数学 2015-12-09 Krzysztof Burdzy , Zhen-Qing Chen , Donald Marshall , Kavita Ramanan

Let $A_t=\sum_{s\le t} F(X_{s-},X_s)$ be a purely discontinuous additive functional of a subordinate Brownian motion $X=(X_t, \mathbb P_x)$. We give a sufficient condition on the non-negative function $F$ that guarantees that finiteness of…

概率论 · 数学 2017-06-16 Zoran Vondraček , Vanja Wagner

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…

概率论 · 数学 2012-12-14 Panki Kim , Renming Song , Zoran Vondraček

The first part of this paper is devoted to the Brown measure of the product of the free unitary Brownian motion by an arbitrary free non negative operator. Our approach follows the one recently initiated by Driver-Hall-Kemp though there are…

谱理论 · 数学 2020-10-02 Nizar Demni , Tarek Hamdi

We prove a uniform boundary Harnack inequality for nonnegative harmonic functions of the fractional Laplacian on arbitrary open set $D$. This yields a unique representation of such functions as integrals against measures on $D^c\cup…

概率论 · 数学 2017-02-15 Krzysztof Bogdan , Tadeusz Kulczycki , Mateusz Kwaśnicki

Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…

概率论 · 数学 2014-03-13 Vasileios Maroulas

We prove an integration by parts formula on the law of the reflecting Brownian motion $X:=|B|$ in the positive half line, where $B$ is a standard Brownian motion. In other terms, we consider a perturbation of $X$ of the form $X^\epsilon =…

概率论 · 数学 2007-05-23 Lorenzo Zambotti

We present a Cameron--Martin type quasi-invariance theorem for subordinate Brownian motion. As applications, we establish an integration by parts formula and construct a gradient operator on the path space of subordinate Brownian motion,…

概率论 · 数学 2015-02-24 Chang-Song Deng , René L. Schilling

Let $L=\Delta^{\alpha/2}+ b\cdot\nabla$ with $\alpha\in(1,2)$. We prove the Martin representation and the Relative Fatou Theorem for non-negative singular $L$-harmonic functions on ${\mathcal C}^{1,1}$ bounded open sets.

偏微分方程分析 · 数学 2012-04-17 Piotr Graczyk , Tomasz Jakubowski , Tomasz Luks

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

概率论 · 数学 2024-11-14 Dirk Erhard , Tertuliano Franco , Milton Jara , Eduardo Pimenta
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