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arXiv math/0606678math.PR
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非对称Levy过程的内禀超压缩性

Intrinsic Ultracontractivity for Non-symmetric Levy Processes

Panki Kim, Renming Song

摘要:

最近,我们将内禀超压缩性的概念推广到非对称半群上,并证明了对于一类具有测度值漂移和势的非对称扩散Z,在非常温和的假设下,有界区域上的Z^D(在离开D时杀死Z所得到的过程)的半群是内禀超压缩的.本文研究了非对称间断Levy过程的内禀超压缩性。证明了对于一类非对称的不连续Levy过程X,若X的勒贝格测度关于X的Levy测度绝对连续,则X^D在任何有界开集D中的半群是内禀超压缩的.特别地,对于非对称稳定过程X,X^D的半群对任何有界集D都是内禀超压缩的。利用内禀超压缩性,我们证明了抛物边界Harnack原理对这些过程是正确的。此外,我们得到了有界开集中期望条件寿命的上确界是有限的。当Levy测度是紧支集时,我们也得到了同样性质的结果。

英文摘要:

Recently we extended the concept of intrinsic ultracontractivity to non-symmetric semigroups and proved that for a large class of non-symmetric diffusions Z with measure-valued drift and potential, the semigroup of Z^D (the process obtained by killing Z upon exiting D) in a bounded domain is intrinsic ultracontractive under very mild assumptions. In this paper, we study the intrinsic ultracontractivity for non-symmetric discontinuous Levy processes. We prove that, for a large class of non-symmetric discontinuous Levy processes X such that the Lebesgue measure is absolutely continuous with respect to the Levy measure of X, the semigroup of X^D in any bounded open set D is intrinsic ultracontractive. In particular, for the non-symmetric stable process X, the semigroup of X^D is intrinsic ultracontractive for any bounded set D. Using the intrinsic ultracontractivity, we show that the parabolic boundary Harnack principle is true for those processes. Moreover, we get that the supremum of the expected conditional lifetimes in a bounded open set is finite. We also have results of the same nature when the Levy measure is compactly supported.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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