Censored stable processes

Krzysztof Bogdan*, Krzysztof Burdzy, Zhen Qing Chen

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摘要

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.

源语言英语
页(从-至)89-152
页数64
期刊Probability Theory and Related Fields
127
1
DOI
出版状态已出版 - 9月 2003
已对外发布

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Bogdan, K., Burdzy, K., & Chen, Z. Q. (2003). Censored stable processes. Probability Theory and Related Fields, 127(1), 89-152. https://doi.org/10.1007/s00440-003-0275-1