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We consider the singular boundary-value problem \Delta u = f(u) in D; u|_dD= phi, where 1. D is a bounded C^2-domain of R^d, d >= 3 2. f: (0,1) -> (0,1) is a locally H\"older continuous function such that f(u) -> 1 as u -> 0 at the rate…

概率论 · 数学 2016-09-07 Siva Athreya

Boundedness properties of operators associated with non-degenerate symmetric $\alpha$-stable, $\alpha \in (1,2)$, probability measures on $\mathbb{R}^d$ are investigated on appropriate, Euclidean or otherwise, $L^p$-spaces, $p \in…

概率论 · 数学 2022-07-18 Benjamin Arras , Christian Houdré

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…

概率论 · 数学 2019-01-16 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…

概率论 · 数学 2014-05-05 Panki Kim , Renming Song , Zoran Vondraček

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…

概率论 · 数学 2012-04-06 Panki Kim , Ante Mimica

This paper discusses a general and useful stability principle which, roughly speaking, says that given a uniformly continuous function defined on an arbitrary metric space, if the function is bounded on the constraint set and we slightly…

最优化与控制 · 数学 2020-09-04 Daniel Reem , Simeon Reich , Alvaro De Pierro

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

统计理论 · 数学 2016-11-22 Teo Sharia , Lei Zhong

We study \alpha-harmonic functions on the complement of the sphere and on the complement of the hyperplane in Euclidean spaces of dimension bigger than one, for \alpha\in(1,2). We describe the corresponding Hardy spaces and prove the Fatou…

泛函分析 · 数学 2011-12-02 Tomasz Luks

The goal of this work is to develop a general theory for non-local singular operators of the type $$ L^{\mathcal{B}}_{\alpha}f(x)=\lim_{\epsilon\to 0} \int_{D,\, |y-x|>\epsilon}\big(f(y)-f(x)\big) \mathcal{B}(x,y)|x-y|^{-d-\alpha}\,dy, $$…

概率论 · 数学 2024-03-04 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

Recently we extended the concept of intrinsic ultracontractivity to non-symmetric semigroups and proved that for a large class of non-symmetric diffusions Z with measure-valued drift and potential, the semigroup of Z^D (the process obtained…

概率论 · 数学 2007-05-23 Panki Kim , Renming Song

We study the large time behavior of the survival probability $\mathbb{P}_x\left(\tau_D>t\right)$ for symmetric jump processes in unbounded domains with a positive bottom of the spectrum. We prove asymptotic upper and lower bounds with…

概率论 · 数学 2025-09-01 Phanuel Mariano , Jing Wang

It is shown that the second term in the asymptotic expansion as $t\to 0$ of the trace of the semigroup of symmetric stable processes (fractional powers of the Laplacian) of order $\alpha$, for any $0<\alpha<2$, in Lipschitz domains is given…

概率论 · 数学 2009-03-09 Rodrigo Banuelos , Tadeusz Kulczycki , Bartlomiej Siudeja

Assume $\alpha\in (0, 2)$ and $d\ge 2$. Let $\mathcal L^\alpha$ be the generator of a symmetric, but not necessarily isotropic, $\alpha$-stable process $X$ in $\mathbb R^d$ whose L\'evy density is comparable with that of an isotropic…

偏微分方程分析 · 数学 2026-02-04 Soobin Cho , Renming Song

We determine the asymptotic behavior of the Green function for zero-drift random walks confined to multidimensional convex cones. As a consequence, we prove that there is a unique positive discrete harmonic function for these processes (up…

概率论 · 数学 2020-03-10 Jetlir Duraj , Kilian Raschel , Pierre Tarrago , Vitali Wachtel

Let $D$ be a domain of finite Lebesgue measure in $\bR^d$ and let $X^D_t$ be the symmetric $\alpha$-stable process killed upon exiting $D$. Each element of the set $\{\lambda_i^\alpha\}_{i=1}^\infty$ of eigenvalues associated to $X^D_t$,…

概率论 · 数学 2007-05-23 R. D. DeBlassie , Pedro J. Mendez-Hernandez

We prove a spectral upper bound for the torsion function of symmetric stable processes that holds for convex domains in $\mathbb{R}^d$. Our bound is explicit and captures the correct order of growth in $d$, improving upon the existing…

概率论 · 数学 2021-10-19 Hugo Panzo

We consider a continuous system of classical particles confined in a finite region $\Lambda$ of $\mathbb{R}^d$ interacting through a superstable and tempered pair potential in presence of non free boundary conditions. We prove that the…

数学物理 · 物理学 2020-09-18 Aldo Procacci , Sergio A. Yuhjtman

Recently, in [Preprint (2006)], we extended the concept of intrinsic ultracontractivity to nonsymmetric semigroups. In this paper, we study the intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and…

概率论 · 数学 2008-10-03 Panki Kim , Renming Song

In this note, we consider the construction of a one-dimensional stable Langevin type process confined in the upper half-plane and submitted to reflective-diffusive boundary conditions whenever the particle position hits 0. We show that two…

概率论 · 数学 2020-06-22 J. -F Jabir , C. Profeta

Limit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable L\'evy process of index $ 1 < \alpha \le 2 $. The first kind is a function of the local time at the origin, and the…

概率论 · 数学 2008-07-29 Kouji Yano , Yuko Yano , Marc Yor