Abstract
We study exponents of integrability of the first exit time from generalized cones for conditioned rotation invariant stable Lévy processes. Along the way, we introduce the “spherical fractional Laplacian” and derive some of its spectral properties.
Similar content being viewed by others
References
Bañuelos, R., Latała, R. and Méndez-Hernandez, P.J.: ‘A Brascamp-Lieb-Luttinger-type inequality and applications to symmetric stable processes’, Proc. Amer. Math. Soc. 129(10) (2001), 2997–3008 (electronic).
Bañuelos, R. and Smits, R.: ‘Brownian motion in cones’, Probab. Theory Related Fields 108 (1997), 299–319.
Bañuelos, R., DeBlassie, R.D. and Smits, R.: ‘The first exit time of planar Brownian motion from the interior of a parabola’, Ann. Probab. 29 (2001), 882–901.
Bass, R.F. and Cranston, M.: ‘Exit times for symmetric stable processes in ℝn’, Ann. Probab. 11(3) (1983), 578–588.
Blumenthal, R.M. and Getoor, R.K.: Markov Processes and Potential Theory, Springer-Verlag, New York, 1968.
Blumenthal, R.M., Getoor, R.K. and Ray, D.B.: ‘On the distribution of first hits for the symmetric stable process’, Trans. Amer. Math. Soc. 99 (1961), 540–554.
Bogdan, K.: ‘The boundary Harnack principle for the fractional Laplacian’, Studia Math. 123(1) (1997), 43–80.
Bogdan, K.: ‘Representation of α-harmonic functions in Lipschitz domains’, Hiroshima Math. J. 29(2) (1999), 227–243.
Bogdan, K. and Byczkowski, T.: ‘Probabilistic proof of boundary Harnack principle for α-harmonic functions’, Potential Anal. 11 (1999), 135–156.
Bogdan, K. and Byczkowski, T.: ‘Potential theory for the α-stable Schrödinger operator on bounded Lipschitz domains’, Studia Math. 133(1) (1999), 53–92.
Bogdan, K., Burdzy, K. and Chen, Z.-Q.: ‘Censored stable processes’, to appear in Probab. Theory Related Fields (2001).
Bogdan, K., Kulczycki, T. and Nowak, A.: ‘Gradient estimates for harmonic and q-harmonic functions of symmetric stable processes’, Illinois J. Math. 46(2) (2002), 541–556.
Burdzy, K.: Multidimensional Brownian Excursions and Potential Theory, Pitman Research Notes in Mathematics 164, Longman Scientific & Technical, 1987.
Burkholder, D.L.: ‘Exit times of Brownian motion, harmonic majorization, and Hardy spaces’, Adv. Math. 26(2) (1977), 182–205.
Chen, Z.Q. and Song, R.: ‘Estimates on Green functions and Poisson kernels for symmetric stable process’, Math. Ann. 312(3) (1998), 465–501.
Chen, Z.-Q. and Song, R.: ‘Martin boundary and integral representation for harmonic functions of symmetric stable processes’, J. Funct. Anal. 159(1) (1998), 267–294.
Chen, Z.Q. and Song, R.: ‘Intrinsic ultracontractivity, conditional lifetimes and conditional gauge for symmetric stable processes on rough domains’, Illinois J. Math. 44(1) (2000), 138–160.
Chung, K.L. and Zhao, Z.: From Brownian Motion to Schrödinger's Equation, Springer-Verlag, New York, 1995.
Davis, B. and Zhang, B.: ‘Moments of the lifetime of conditioned Brownian motion in cones’, Proc. Amer. Math. Soc. 121(3) (1994), 925–929.
DeBlassie, R.: ‘Exit times from cones in Rn of Brownian motion’, Probab. Theory Related Fields 74 (1987), 1–29.
DeBlassie, R.: ‘The first exit time of a two-dimensional symmetric stable process from a wedge’, Ann. Probab. 18 (1990), 1034–1070.
Erdélyi, A. (ed.): Higher Transcendental Functions, Vols. I, II, McGraw-Hill, New York, 1953.
Ikeda, N. and Watanabe, S.: ‘On some relations between the harmonic measure and the Lévy measure for a certain class of Markov processes’, J. Math. Kyoto Univ. 2(1) (1962), 79–95.
Kulczycki, T.: ‘Properties of Green function of symmetric stable process’, Probab. Math. Statist. 17(2) (1997), 339–364.
Kulczycki, T.: ‘Intrinsic ultracontractivity for symmetric stable processes’, Bull. Polish Acad. Sci. Math. 46(3) (1998), 325–334.
Kulczycki, T.: ‘Exit time and Green function of cone for symmetric stable processes’, Probab. Math. Statist. 19(2) (1999), 337–374.
Landkof, N.S.: Foundations of Modern Potential Theory, Springer-Verlag, New York, 1972.
Li, W.: ‘The first exit time of Brownian motion from unbounded domain’, Preprint.
M. Lifshitz and Z. Shi, ‘The first exit time of Brownian motion from parabolic domain’, Bernoulli 8(6) (2002), 745–767.
Méndez-Hernández, P.J.: ‘Exit times from cones in ℝn of symmetric stable processes’, Preprint, 2000.
Rubin, B., Fractional Integrals and Potentials, Pitman Monographs 82, Addison-Wesley, 1996.
Ryznar, M.: ‘Estimates of Green function for relativistic α-stable process’, Potential Anal. 17 (2002), 1–23.
Song, R. and Wu, J.-M.: ‘Boundary Harnack principle for symmetric stable processes’, J. Funct. Anal. 168(2) (1999), 403–427.
van den Berg, M.: ‘Subexponential behavior of the Dirichlet heat kernel’, Preprint.
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Bañuelos, R., Bogdan, K. Symmetric Stable Processes in Cones. Potential Analysis 21, 263–288 (2004). https://doi.org/10.1023/B:POTA.0000033333.72236.dc
Issue Date:
DOI: https://doi.org/10.1023/B:POTA.0000033333.72236.dc