Results 1  10
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12
General gauge and conditional gauge theorems
 Ann. Probab
, 2002
"... General gauge and conditional gauge theorems are established for a large class of (not necessarily symmetric) strong Markov processes, including Brownian motions with singular drifts and symmetric stable processes. Furthermore, new classes of functions are introduced under which the general gauge an ..."
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Cited by 21 (13 self)
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General gauge and conditional gauge theorems are established for a large class of (not necessarily symmetric) strong Markov processes, including Brownian motions with singular drifts and symmetric stable processes. Furthermore, new classes of functions are introduced under which the general gauge and conditional gauge theorems hold. These classes are larger than the classical Kato class when the process is Brownian motion in a bounded C 1,1 domain. 1. Introduction. Given a strong Markov process X and a potential q, the conditional expectation u(x, y) of the Feynman–Kac transform of X by q is called the conditional gauge function. (The precise definition will be given later.) The function u is important in studying the potential theory of the Schrödingertype operator L + q, as it is the ratio of the Green’s function of L + q and that
INTRINSIC ULTRACONTRACTIVITY OF NONSYMMETRIC DIFFUSION SEMIGROUPS IN BOUNDED DOMAINS
 TOHOKU MATH. J.
, 2008
"... We extend the concept of intrinsic ultracontractivity to nonsymmetric semigroups and prove the intrinsic ultracontractivity of the Dirichlet semigroups of nonsymmetric second order elliptic operators in bounded Lipschitz domains. ..."
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Cited by 21 (18 self)
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We extend the concept of intrinsic ultracontractivity to nonsymmetric semigroups and prove the intrinsic ultracontractivity of the Dirichlet semigroups of nonsymmetric second order elliptic operators in bounded Lipschitz domains.
Intrinsic ultracontractivity of the Feynman–Kac semigroup for relativisitic stable processes
 ZBL 1112.47034 MR 2231884
, 2006
"... Let Xt be the relativistic αstable process in Rd, α ∈ (0, 2), d>α, with infinitesimal generator H (α) 0 = −((− ∆ +m2/α) α/2 − m). We study intrinsic ultracontractivity (IU) for the FeynmanKac semigroup Tt for this process with generator H (α) 0 − V, V ≥ 0, V locally bounded. We prove that if lim ..."
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Cited by 21 (3 self)
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Let Xt be the relativistic αstable process in Rd, α ∈ (0, 2), d>α, with infinitesimal generator H (α) 0 = −((− ∆ +m2/α) α/2 − m). We study intrinsic ultracontractivity (IU) for the FeynmanKac semigroup Tt for this process with generator H (α) 0 − V, V ≥ 0, V locally bounded. We prove that if lim x→ ∞ V (x) =∞, then for every t>0 the operator Tt is compact. We consider the class V of potentials V such that V ≥ 0, lim x→ ∞ V (x) = ∞ and V is comparable to the function which is radial, radially nondecreasing and comparable on unit balls. For V in the class V we show that the semigroup Tt is IU if and only if lim x→ ∞ V (x)/x  = ∞. If this condition is satisfied we also obtain sharp estimates of the first eigenfunction φ1 for Tt. Inparticular, when V (x) =x  β, β>0, then the semigroup Tt is IU if and only if β>1. For β>1 the first eigenfunction φ1(x) is comparable to exp(−m 1/α x)(x  +1) (−d−α−2β−1)/2.
Censored Stable Processes
 Probab. Theory Relat. Fields
"... We present several constructions of a \censored stable process" in an open set D R n , i.e., a symmetric stable process which is not allowed to jump outside D. ..."
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Cited by 19 (11 self)
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We present several constructions of a \censored stable process" in an open set D R n , i.e., a symmetric stable process which is not allowed to jump outside D.
Conditional gauge theorem for nonlocal FeynmanKac transforms
 PROBAB. THEORY RELAT. FIELDS
, 2003
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The Cauchy Process and the Steklov Problem
"... Let X t be a Cauchy process in R , d 1. We investigate some of the fine spectral theoretic properties of the semigroup of this process killed upon leaving a domain D. We establish a connection between the semigroup of this process and a mixed boundary value problem for the Laplacian in one dimen ..."
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Cited by 15 (9 self)
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Let X t be a Cauchy process in R , d 1. We investigate some of the fine spectral theoretic properties of the semigroup of this process killed upon leaving a domain D. We establish a connection between the semigroup of this process and a mixed boundary value problem for the Laplacian in one dimension higher, known as the "Mixed Steklov Problem." Using this we derive a variational characterization for the eigenvalues of the Cauchy process in D. This characterization leads to many detailed properties of the eigenvalues and eigenfunctions for the Cauchy process inspired by those for Brownian motion. Our results are new even in the simplest geometric setting of the interval (1, 1) where we obtain more precise information on the size of the second and third eigenvalues and on the geometry of their corresponding eigenfunctions. Such results, although trivial for the Laplacian, take considerable work to prove for the Cauchy processes and remain open for general symmetric #stable processes. Along the way we present other general properties of the eigenfunctions, such as real analyticity, which even though well known in the case of the Laplacian, are not rarely available for more general symmetric #stable processes. #
Martin Boundary and Integral Representation for Harmonic Functions of Symmetric Stable Processes
, 1998
"... Martin boundaries and integral representations of positive functions which are harmonic in a bounded domain D with respect to Brownian motion are well understood. Unlike the Brownian case, there are two different kinds of harmonicity with respect to a discontinuous symmetric stable process. One kind ..."
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Cited by 4 (4 self)
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Martin boundaries and integral representations of positive functions which are harmonic in a bounded domain D with respect to Brownian motion are well understood. Unlike the Brownian case, there are two different kinds of harmonicity with respect to a discontinuous symmetric stable process. One kind are functions harmonic in D with respect to the whole process X, and the other are functions harmonic in D with respect to the process X D killed upon leaving D. In this paper we show that for bounded Lipschitz domains, the Martin boundary with respect to the killed stable process X D can be identified with the Euclidean boundary. We further give integral representations for both kinds of positive harmonic functions. Also given is the conditional gauge theorem conditioned according to Martin kernels and the limiting behaviors of the hconditional stable process, where h is a positive harmonic function of X D . In the case when D is a bounded C 1;1 domain, sharp estimate on the Mart...
Eigenvalue gaps for the Cauchy process and a Poincare inequality
 J. Funct. Anal
, 2006
"... A connection between the semigroup of the Cauchy process killed upon exiting a domain D and a mixed boundary value problem for the Laplacian in one dimension higher known as the mixed Steklov problem, was established in [6]. From this, a variational characterization for the eigenvalues λn, n ≥ 1, of ..."
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Cited by 4 (2 self)
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A connection between the semigroup of the Cauchy process killed upon exiting a domain D and a mixed boundary value problem for the Laplacian in one dimension higher known as the mixed Steklov problem, was established in [6]. From this, a variational characterization for the eigenvalues λn, n ≥ 1, of the Cauchy process in D was obtained. In this paper we obtain a variational characterization of the difference between λn and λ1. We study bounded convex domains which are symmetric with respect to one of the coordinate axis and obtain lower bound estimates for λ ∗ −λ1 where λ ∗ is the eigenvalue corresponding to the “first ” antisymmetric eigenfunction for D. The proof is based on a variational characterization of λ ∗ − λ1 and on a weighted Poincaré–type inequality. The Poincaré inequality is valid for all α symmetric stable processes, 0 < α ≤ 2, and any other process obtained from Brownian motion by subordination. We also prove upper bound estimates for the spectral gap λ2 − λ1 in bounded convex domains.
INTRINSIC ULTRACONTRACTIVITY FOR SCHRÖDINGER OPERATORS BASED ON FRACTIONAL LAPLACIANS
, 904
"... Abstract. We study the FeynmanKac semigroup generated by the Schrödinger operator based on the fractional Laplacian −(−∆) α/2 −q in R d, for q ≥ 0, α ∈ (0, 2). We obtain sharp estimates of the first eigenfunction ϕ1 of the Schrödinger operator and conditions equivalent to intrinsic ultracontractivi ..."
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Cited by 2 (0 self)
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Abstract. We study the FeynmanKac semigroup generated by the Schrödinger operator based on the fractional Laplacian −(−∆) α/2 −q in R d, for q ≥ 0, α ∈ (0, 2). We obtain sharp estimates of the first eigenfunction ϕ1 of the Schrödinger operator and conditions equivalent to intrinsic ultracontractivity of the FeynmanKac semigroup. For potentials q such that lim x→ ∞ q(x) = ∞ and comparable on unit balls we obtain that ϕ1(x) is comparable to (x+1) −d−α (q(x)+1) −1 and intrinsic ultracontractivity holds iff lim x→ ∞ q(x) / log x  = ∞. Proofs are based on uniform estimates of qharmonic functions.