Home Martin boundary of unbounded sets for purely discontinuous Feller processes
Article
Licensed
Unlicensed Requires Authentication

Martin boundary of unbounded sets for purely discontinuous Feller processes

  • Panki Kim , Renming Song and Zoran Vondraček EMAIL logo
Published/Copyright: May 1, 2016

Abstract

In this paper, we study the Martin kernels of general open sets associated with inaccessible points for a large class of purely discontinuous Feller processes in metric measure spaces. Let D be an unbounded open set. Infinity is accessible from D if the expected exit time from D is infinite, and inaccessible otherwise. We prove that under suitable assumptions there is only one Martin boundary point associated with infinity, and that this point is minimal if and only if infinity is accessible from D. Similar results are also proved for finite boundary points of D.


Communicated by Josselin Garnier


Award Identifier / Grant number: NRF-2015R1A4A1041675

Funding source: Simons Foundation

Award Identifier / Grant number: 208236

Award Identifier / Grant number: 3526

Funding statement: The work of Panki Kim was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIP) (No. NRF-2015R1A4A1041675). Renming Song was supported in part by a grant from the Simons Foundation (208236). The research of Zoran Vondraček was supported in part by the Croatian Science Foundation under the project 3526.

Acknowledgements

Part of the research for this paper was done during the visit of Renming Song and Zoran Vondraček to Seoul National University from May 24 to June 8 of 2015. They thank the Department of Mathematical Sciences of Seoul National University for the hospitality.

References

[1] Bogdan K., Kulczycki T. and Kwaśnicki M., Estimates and structure of α-harmonic functions, Probab. Theory Related Fields 140 (2008), 345–381. 10.1007/s00440-007-0067-0Search in Google Scholar

[2] Bogdan K., Kumagai T. and Kwaśnicki M., Boundary Harnack inequality for Markov processes with jumps, Trans. Amer. Math. Soc. 367 (2015), 477–517. 10.1090/S0002-9947-2014-06127-8Search in Google Scholar

[3] Chung K. L., Doubly–Feller process with multiplicative functional, Seminar on Stochastic Processes (Gainesville 1985), Birkhäuser, Boston (1986), 63–78. 10.1007/978-1-4684-6748-2_4Search in Google Scholar

[4] Cygan W., Grzywny T. and Trojan B., Asymptotic behavior of densities of unimodal convolution semigroups, preprint 2015, http://arxiv.org/abs/1504.08358. 10.1090/tran/6830Search in Google Scholar

[5] Juszczyszyn T. and Kwaśnicki M., Martin kernels for Markov processes with jumps, preprint 2015, http://arxiv.org/abs/1509.05677. Search in Google Scholar

[6] Kim I., Kim K.-H. and Kim P., Parabolic Littlewood–Paley inequality for Φ(-Δ)-type operators and applications to stochastic integro-differential equations, Adv. Math. 249 (2013), 161–203. 10.1016/j.aim.2013.09.008Search in Google Scholar

[7] Kim P. and Lee Y., Oscillation of harmonic functions for subordinate Brownian motion and its applications, Stochastic Process. Appl. 123 (2013), 422–445. 10.1016/j.spa.2012.09.015Search in Google Scholar

[8] Kim P. and Mimica A., Harnack inequalities for subordinate Brownian motions, Electron. J. Probab. 17 (2012), Paper No. 37. 10.1214/EJP.v17-1930Search in Google Scholar

[9] Kim P. and Mimica A., Green function estimates for subordinate Brownian motions: Stable and beyond, Trans. Amer. Math. Soc. 366 (2014), no. 8, 4383–4422. 10.1090/S0002-9947-2014-06017-0Search in Google Scholar

[10] Kim P., Song R. and Vondraček Z., Potential theory of subordinate Brownian motions revisited, Stochastic Analysis and Applications to Finance, Interdiscip. Math. Sci. 13, World Scientific, Hackensack (2012), 243–290. 10.1142/9789814383585_0013Search in Google Scholar

[11] Kim P., Song R. and Vondraček Z., Global uniform boundary Harnack principle with explicit decay rate and its application, Stochastic Process. Appl. 124 (2014), no. 1, 235–267. 10.1016/j.spa.2013.07.007Search in Google Scholar

[12] Kim P., Song R. and Vondraček Z., Accessibility, Martin boundary and minimal thinness for Feller processes in metric measure spaces, preprint 2015, http://arxiv.org/abs/1510.04571. 10.4171/RMI/995Search in Google Scholar

[13] Kim P., Song R. and Vondraček Z., Martin boundary for some symmetric Lévy processes, Festschrift Masatoshi Fukushima, Interdiscip. Math. Sci. 17, World Scientific, Hackensack (2015), 307–342. 10.1142/9789814596534_0017Search in Google Scholar

[14] Kim P., Song R. and Vondraček Z., Scale invariant boundary Harnack principle at infinity for Feller processes, preprint 2015, http://arxiv.org/abs/1510.04569. 10.1007/s11118-017-9617-ySearch in Google Scholar

[15] Kulczycki T. and Ryznar M., Gradient estimates of harmonic functions and transition densities for Lévy processes, Trans. Amer. Math. Soc. 368 (2016), no. 1, 281–318. 10.1090/tran/6333Search in Google Scholar

[16] Kunita H. and Watanabe T., Markov processes and Martin boundaries I, Illinois J. Math. 9 (1965), no. 3, 485–526. 10.1090/S0002-9904-1963-10937-4Search in Google Scholar

Received: 2015-11-15
Revised: 2016-1-30
Published Online: 2016-5-1
Published in Print: 2016-11-1

© 2016 by De Gruyter

Downloaded on 2.11.2025 from https://www.degruyterbrill.com/document/doi/10.1515/forum-2015-0233/html
Scroll to top button