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Potential theory of one-dimensional geometric stable processes

Authors :
Grzywny, Tomasz
Ryznar, Michał
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

Subjects :
Mathematics - Probability
60J45

Details

Database :
arXiv
Journal :
Colloq. Math. 129 (2012), 7-40
Publication Type :
Report
Accession number :
edsarx.1107.0745
Document Type :
Working Paper