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Harnack inequalities for subordinate Brownian motions


 
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1. Title Title of document Harnack inequalities for subordinate Brownian motions
 
2. Creator Author's name, affiliation, country Ante Mimica; University of Bielefeld; Germany
 
2. Creator Author's name, affiliation, country Panki Kim; Seoul National University; Korea, Republic Of
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) geometric stable process, Green function, Harnack inequality, Poisson kernel, harmonic function, potential, subordinator, subordinate Brownian motion
 
3. Subject Subject classification Primary 60J45, Secondary 60G50, 60G51, 60J25, 60J27
 
4. Description Abstract In this paper, we consider subordinate Brownian motion  $X$ in $\mathbb{R}^d$, $d \ge 1$,  where the Laplace exponent $\phi$ of the corresponding subordinator satisfies some mild conditions. The scale invariant Harnack inequality  is proved for $X$.   We first give new forms of asymptotical properties of the Lévy and potential density of the subordinator near zero. Using these results we find asymptotics of the Lévy density and potential density of $X$ near the origin, which is essential to our approach. The examples which are covered byour results include geometric stable processes and relativistic geometric stable processes, i.e. the cases when the subordinator has the Laplace exponent\[\phi(\lambda)=\log(1+\lambda^{\alpha/2})\  (0<\alpha\leq 2)\]and\[\phi(\lambda)=\log(1+(\lambda+m^{\alpha/2})^{2/\alpha}-m)\ (0<\alpha<2,\,m>0)\,.\]
 
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7. Date (YYYY-MM-DD) 2012-05-27
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/1930
 
10. Identifier Digital Object Identifier 10.1214/EJP.v17-1930
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 17
 
12. Language English=en en
 
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