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Potential theory of one-dimensional geometric stable processes
- Source :
- Colloq. Math. 129 (2012), 7-40
- Publication Year :
- 2011
-
Abstract
- The purpose of this paper is to find optimal estimates for the Green function and the Poisson kernel for a half-line and intervals of the geometric stable process with parameter $\alpha\in(0,2]$. This process has an infinitesimal generator of the form $-\log(1+(-\Delta)^{\alpha/2})$. As an application we prove the scale invariant Harnack inequality as well as the boundary Harnack principle.<br />Comment: 28 pages
- Subjects :
- Mathematics - Probability
60J45
Subjects
Details
- Database :
- arXiv
- Journal :
- Colloq. Math. 129 (2012), 7-40
- Publication Type :
- Report
- Accession number :
- edsarx.1107.0745
- Document Type :
- Working Paper