Martin Boundary and Integral Representation for Harmonic Functions of Symmetric Stable Processes

Zhen Qing Chen*, Renming Song

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

57 Citations (Scopus)

Abstract

Martin boundaries and integral representations of positive functions which are harmonic in a bounded domainDwith respect to Brownian motion are well understood. Unlike the Brownian case, there are two different kinds of harmonicity with respect to a discontinuous symmetric stable process. One kind are functions harmonic inDwith respect to the whole processX, and the other are functions harmonic inDwith respect to the processXDkilled upon leavingD. In this paper we show that for bounded Lipschitz domains, the Martin boundary with respect to the killed stable processXDcan be identified with the Euclidean boundary. We further give integral representations for both kinds of positive harmonic functions. Also given is the conditional gauge theorem conditioned according to Martin kernels and the limiting behaviors of theh-conditional stable process, wherehis a positive harmonic function ofXD. In the case whenDis a boundedC1,1domain, sharp estimate on the Martin kernel ofDis obtained.

Original languageEnglish
Pages (from-to)267-294
Number of pages28
JournalJournal of Functional Analysis
Volume159
Issue number1
DOIs
Publication statusPublished - 20 Oct 1998
Externally publishedYes

Keywords

  • Symmetric stable processes, harmonic functions, conditional stable processes, and Martin boundaries

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