Title of article :
Fatouʹs Theorem for censored stable processes
Author/Authors :
Kim، نويسنده , , Panki Kim ?، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
30
From page :
63
To page :
92
Abstract :
We give a proof of Fatouʹs Theorem for censored α-stable processes in a bounded C1,1 open set D where α∈(1,2). As an application of Fatouʹs Theorem, we show that the harmonic measure for such censored α-stable process is mutually absolutely continuous with respect to the surface measure of ∂D. Fatouʹs Theorem is also established for operators obtained from the generator of the censored α-stable process through non-local Feynman–Kac transforms. Fatouʹs Theorem for censored relativistic stable processes is also true as a consequence.
Keywords :
Censored stable process , Green function , Martin boundary , Martin kernel , Harmonic function , Martin representation , Feynman–Kac transforms , Fatouיs Theorem
Journal title :
Stochastic Processes and their Applications
Serial Year :
2003
Journal title :
Stochastic Processes and their Applications
Record number :
1577298
Link To Document :
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