Boundary Harnack principle for Δ+Δ^{/2}

By Zhen-Qing Chen, Panki Kim, Renming Song, Zoran Vondraček. 2012

107 citations recorded by the source corpus.

For d � 1 and � 2 (0,2), consider the family of pseudo differential operators f �+b� �/2 ;b 2 (0,1)g on R d that evolves continuously fromto � + � �/2 . In this paper, we establish a uniform boundary Harnack principle (BHP) with explicit boundary decay rate for nonnegative functions which are harmonic with respect to �+b� �/2 (or equivalently, the sum of a Brownian motion and an independent symmetric�-stable process with constant multipleb 1/� ) inC 1,1 open sets. Here a "uniform" BHP means that the comparing constant in the BHP is independent of b 2 (0,1). Along the way, a uniform Carleson type estimate is established for nonnegative functions which are harmonic with respect to � +b� �/2 in Lipschitz open sets. Our method employs a combination of probabilistic and analytic techniques.

Subfields: Applied Mathematics, Finance

View Paper: https://www.semanticscholar.org/paper/0a2e2d47b530f903029d936f361168f93fca735b

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In Applied Mathematics

  1. Panki Kim
  2. Renming Song
  3. Zhen-Qing Chen
  4. Zoran Vondraček
  5. T. Grzywny
  6. Enrico Valdinoci
  7. Jiwen Zhang
  8. Xifeng Su

In Finance

  1. Renming Song
  2. Panki Kim
  3. Zhen-Qing Chen
  4. Zoran Vondraček
  5. Enrico Valdinoci
  6. M. Ryznar
  7. Krzysztof Bogdan
  8. T. Grzywny

Citations in the corpus