Naslov
Potential theory of geometric stable processes

Autori
Šikić, Hrvoje ; Song, Renming ; Vondraček, Zoran

Izvornik
Probability theory and related fields (0178-8051) 135 (2006), 4; 547-575

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
Geometric stable processes ; Green function ; Harnack inequality ; capacity

Sažetak
In this paper we study the potential theory of symmetric geometric stable processes by realizing them as subordinate Brownian motions with geometric stable subordinators. More precisely, we establish the asymptotic behaviors of the Green function and the L\'evy density of symmetric geometric stable processes. The asymptotics of these functions near zero exhibit features that are very different from the ones for stable processes. The Green function behaves near zero as $1/(|x|^d \log^2 |x|)$, while the L\'evy density behaves like $1/|x|^d$. We also study the asymptotic behaviors of the Green function and L\'evy density of subordinate Brownian motions with iterated geometric stable subordinators. As an application, we establish estimates on the capacity of small balls for these processes, as well as mean exit time estimates from small balls and a Harnack inequality for these processes.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

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