In this paper we introduce a large class of subordinators called special subordinators and study their potential theory. Then we study the potential theory of processes obtained by subordinating a killed symmetric stable process in a bounded open set D with special subordinators. We establish a one-to-one correspondence between the nonnegative harmonic functions of the killed symmetric stable process and the nonnegative harmonic functions of the subordinate killed symmetric stable process. We show that nonnegative harmonic functions of the subordinate killed symmetric stable process are continuous and satisfy a Harnack inequality. We then show that, when D is a bounded κ-fat set, both the Martin boundary and the minimal Martin boundary of the subordinate killed symmetric stable process in D coincide with the Euclidean boundary ∂D.
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The research of this author is supported in part by a joint US-Croatia grant INT 0302167.
The research of this author is supported in part by MZOS grant 0037107 of the Republic of Croatia and in part by a joint US-Croatia grant INT 0302167.
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Song, R., Vondraček, Z. Potential Theory of Special Subordinators and Subordinate Killed Stable Processes. J Theor Probab 19, 817–847 (2006). https://doi.org/10.1007/s10959-006-0045-y
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DOI: https://doi.org/10.1007/s10959-006-0045-y
Keywords
- Killed Brownian motions
- killed symmetric stable processes
- subordinators
- Bernstein functions
- complete Bernstein functions
- subordination
- harmonic functions
- Green function
- Martin kernel
- Martin boundary
- Harnack inequality