Stability of Martin boundary under non-local Feynman-Kac perturbations

Zhen Qing Chen*, Panki Kim

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

14 Citations (Scopus)

Abstract

Recently the authors showed that the Martin boundary and the minimal Martin boundary for a censored (or resurrected) α-stable process Y in a bounded C1,1-open set D with α ∈ (1, 2) can all be identified with the Euclidean boundary ∂ D of D. Under the gaugeability assumption, we show that the Martin boundary and the minimal Martin boundary for the Schrödinger operator obtained from Y through a non-local Feynman-Kac transform can all be identified with ∂ D. In other words, the Martin boundary and the minimal Martin boundary are stable under non-local Feynman-Kac perturbations. Moreover, an integral representation of nonnegative excessive functions for the Schrödinger operator is explicitly given. These results in fact hold for a large class of strong Markov processes, as are illustrated in the last section cf this paper. As an application, the Martin boundary for censored relativistic stable processes in bounded C1,1-smooth open sets is studied in detail.

Original languageEnglish
Pages (from-to)525-564
Number of pages40
JournalProbability Theory and Related Fields
Volume128
Issue number4
DOIs
Publication statusPublished - Apr 2004
Externally publishedYes

Keywords

  • Excessive function
  • Feynman-Kac transform
  • Green function
  • Martin boundary
  • Martin integral representation
  • Martin kernel
  • Minimal harmonic function
  • Non-local perturbation
  • Resurrection
  • Schrödinger semigroup
  • Stable process
  • h-transform

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