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Censored stable processes

  • Krzysztof Bogdan*
  • , Krzysztof Burdzy
  • , Zhen Qing Chen
  • *此作品的通讯作者
  • Wrocław University of Science and Technology
  • University of Washington

科研成果: 期刊稿件文章同行评审

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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