Abstract
In this paper, we establish sharp two-sided estimates for the transition densities of relativistic stable processes [i.e., for the heat kernels of the operators m - (m 2/α - {increment}) α/2] in C 1,1 open sets. Here m > 0 and α ∈ (0, 2). The estimates are uniform in m ∈ (0, M] for each fixed M > 0. Letting m ↓ 0, we recover the Dirichlet heat kernel estimates for {increment} α/2 := -(-{increment}) α/2 in C 1,1 open sets obtained in [14]. Sharp two-sided estimates are also obtained for Green functions of relativistic stable processes in bounded C 1,1 open sets.
Original language | English |
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Pages (from-to) | 213-244 |
Number of pages | 32 |
Journal | Annals of Probability |
Volume | 40 |
Issue number | 1 |
DOIs | |
Publication status | Published - Jan 2012 |
Externally published | Yes |
Keywords
- Exit time
- Green function
- Heat kernel
- Lèvy system
- Parabolic Harnack inequality
- Relativistic stable process
- Symmetric α-stable process
- Transition density