TY - JOUR
T1 - Boundary Harnack principle for diffusion with jumps
AU - Chen, Zhen Qing
AU - Wang, Jie Ming
N1 - Publisher Copyright:
© 2022 Elsevier B.V.
PY - 2022/9
Y1 - 2022/9
N2 - Consider the operator Lb=L0+b1⋅∇+Sb2 on Rd, where L0 is a second order differential operator of non-divergence form, the drift function b1 belongs to some Kato class and Sb2f(x)≔∫Rdf(x+z)−f(x)−∇f(x)⋅z1{|z|≤1}b2(x,z)j0(z)dz,f∈Cb2(Rd).Here j0(z) is a nonnegative locally bounded function on Rd∖{0} satisfying that ∫Rd(1∧|z|2)j0(z)dz<∞ and that there are constants β∈(1,2) and c0>0 so that [Formula presented] and b2(x,z) is a real-valued bounded function on Rd×Rd. There is conservative Feller process Xb associated with the non-local operator Lb. We derive sharp two-sided Green function estimates of Lb on bounded C1,1 domains, identify the Martin and minimal Martin boundary, and establish the Martin integral representation of Lb-harmonic functions on these domains. The latter in particular reveals how the process Xb exits a bounded C1,1 domain D, or equivalently, the structure of the harmonic measure of Lb on D, which consists of the continuously exiting term and the jump-off term. These results are then used to establish, under some mild conditions, Harnack principle and the boundary Harnack principle with explicit boundary decay rate for the operator Lb on C1,1 open sets.
AB - Consider the operator Lb=L0+b1⋅∇+Sb2 on Rd, where L0 is a second order differential operator of non-divergence form, the drift function b1 belongs to some Kato class and Sb2f(x)≔∫Rdf(x+z)−f(x)−∇f(x)⋅z1{|z|≤1}b2(x,z)j0(z)dz,f∈Cb2(Rd).Here j0(z) is a nonnegative locally bounded function on Rd∖{0} satisfying that ∫Rd(1∧|z|2)j0(z)dz<∞ and that there are constants β∈(1,2) and c0>0 so that [Formula presented] and b2(x,z) is a real-valued bounded function on Rd×Rd. There is conservative Feller process Xb associated with the non-local operator Lb. We derive sharp two-sided Green function estimates of Lb on bounded C1,1 domains, identify the Martin and minimal Martin boundary, and establish the Martin integral representation of Lb-harmonic functions on these domains. The latter in particular reveals how the process Xb exits a bounded C1,1 domain D, or equivalently, the structure of the harmonic measure of Lb on D, which consists of the continuously exiting term and the jump-off term. These results are then used to establish, under some mild conditions, Harnack principle and the boundary Harnack principle with explicit boundary decay rate for the operator Lb on C1,1 open sets.
KW - Boundary Harnack principle
KW - Green function
KW - Harmonic function
KW - Harnack inequality
KW - Martin integral representation
KW - Non-local operator
UR - http://www.scopus.com/inward/record.url?scp=85132945372&partnerID=8YFLogxK
U2 - 10.1016/j.spa.2022.06.002
DO - 10.1016/j.spa.2022.06.002
M3 - Article
AN - SCOPUS:85132945372
SN - 0304-4149
VL - 151
SP - 342
EP - 395
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
ER -