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Potential kernels, probabilities of hitting a ball, harmonic functions and the boundary Harnack inequality for unimodal Lévy processes

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  • Grzywny, Tomasz
  • Kwaśnicki, Mateusz

Abstract

In the first part of this article, we prove two-sided estimates of hitting probabilities of balls, the potential kernel and the Green function for a ball for general isotropic unimodal Lévy processes. We also prove a supremum estimate and a regularity result for functions harmonic with respect to a general isotropic unimodal Lévy process.

Suggested Citation

  • Grzywny, Tomasz & Kwaśnicki, Mateusz, 2018. "Potential kernels, probabilities of hitting a ball, harmonic functions and the boundary Harnack inequality for unimodal Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 128(1), pages 1-38.
    • Handle: RePEc:eee:spapps:v:128:y:2018:i:1:p:1-38
    DOI: 10.1016/j.spa.2017.04.004
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    References listed on IDEAS

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    1. Kim, Panki & Song, Renming & Vondraček, Zoran, 2013. "Potential theory of subordinate Brownian motions with Gaussian components," Stochastic Processes and their Applications, Elsevier, vol. 123(3), pages 764-795.
    2. Bogdan, Krzysztof & Grzywny, Tomasz & Ryznar, Michał, 2014. "Dirichlet heat kernel for unimodal Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 124(11), pages 3612-3650.
    3. Kim, Panki & Song, Renming & Vondracek, Zoran, 2009. "Boundary Harnack principle for subordinate Brownian motions," Stochastic Processes and their Applications, Elsevier, vol. 119(5), pages 1601-1631, May.
    4. Mimica, Ante & Vondraček, Zoran, 2014. "Unavoidable collections of balls for isotropic Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 124(3), pages 1303-1334.
    5. Kim, Panki & Song, Renming & Vondraček, Zoran, 2014. "Global uniform boundary Harnack principle with explicit decay rate and its application," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 235-267.
    Full references (including those not matched with items on IDEAS)

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