Uniform boundary Harnack principle for rotationally symmetric Lévy processes in general open sets
By Panki Kim, Renming Song, Zoran Vondraček. 2011
48 citations recorded by the source corpus.
In this paper we prove the uniform boundary Harnack principle in general open sets for harmonic functions with respect to a large class of rotationally symmetric purely discontinuous Lévy processes.
Subfields: Applied Mathematics, Finance
View Paper: https://www.semanticscholar.org/paper/9633576dc006009804965e008e0404c12c9d9a01
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- M. Ryznar
- T. Grzywny
- Krzysztof Bogdan
- K. Kaleta
- Tomasz Jakubowski
- Paweł Sztonyk
- Panki Kim
- Renming Song
In Finance
- M. Ryznar
- Krzysztof Bogdan
- T. Grzywny
- K. Kaleta
- J'ozsef LHorinczi
- Xavier Ros-Oton
- Ante Mimica
- Renming Song
Citations in the corpus
- Dirichlet heat kernel for unimodal Lévy processes (2014, background): “give estimates which are uniform in the whole of time and space for exterior C1,1 sets and halfspace-like sets. For clarity, the global scaling conditions imply the scale boundary Harnack inequality ([32] and [9, Corollary 27]), so short time estimates would follow from [17] and [8], if we also assu”
- Pointwise eigenfunction estimates and intrinsic ultracontractivity-type properties of Feynman-Kac semigroups for a class of L\'{e}vy processes (2012, background): “1) developed only recently in [14] (see also [51]), and new powerful self-improving estimates under the path measure of the process (see the proofs of Theorems 2.”