TY - JOUR
T1 - Censored stable processes
AU - Bogdan, Krzysztof
AU - Burdzy, Krzysztof
AU - Chen, Zhen Qing
PY - 2003/9
Y1 - 2003/9
N2 - We present several constructions of a "censored stable process" in an open set D ⊂ Rn, i.e., a symmetric stable process which is not allowed to jump outside D, We address the question of whether the process will approach the boundary of D in a finite time - we give sharp conditions for such approach in terms of the stability index α and the "thickness" of the boundary. As a corollary, new results are obtained concerning Besov spaces on non-smooth domains, including the critical exponent case. We also study the decay rate of the corresponding harmonic functions which vanish on a part of the boundary. We derive a boundary Harnack principle in C1,1 open sets.
AB - We present several constructions of a "censored stable process" in an open set D ⊂ Rn, i.e., a symmetric stable process which is not allowed to jump outside D, We address the question of whether the process will approach the boundary of D in a finite time - we give sharp conditions for such approach in terms of the stability index α and the "thickness" of the boundary. As a corollary, new results are obtained concerning Besov spaces on non-smooth domains, including the critical exponent case. We also study the decay rate of the corresponding harmonic functions which vanish on a part of the boundary. We derive a boundary Harnack principle in C1,1 open sets.
UR - http://www.scopus.com/inward/record.url?scp=0141457364&partnerID=8YFLogxK
U2 - 10.1007/s00440-003-0275-1
DO - 10.1007/s00440-003-0275-1
M3 - Article
AN - SCOPUS:0141457364
SN - 0178-8051
VL - 127
SP - 89
EP - 152
JO - Probability Theory and Related Fields
JF - Probability Theory and Related Fields
IS - 1
ER -