Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 89-152 |
| Number of pages | 64 |
| Journal | Probability Theory and Related Fields |
| Volume | 127 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - Sept 2003 |
| Externally published | Yes |
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