Martin kernels for Markov processes with jumps

DOI10.1007/s11118-017-9616-zzbMath1380.31008arXiv1509.05677OpenAlexW2963827752WikidataQ59610688 ScholiaQ59610688MaRDI QIDQ1681858

Tomasz Juszczyszyn, Mateusz Kwaśnicki

Publication date: 24 November 2017

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.05677

zbMATH Keywords

Markov processMartin kernelmetric measure space

Mathematics Subject Classification ID

Related Items (7)

Martin boundary of unbounded sets for purely discontinuous Feller processes ⋮ Potential kernels, probabilities of hitting a ball, harmonic functions and the boundary Harnack inequality for unimodal Lévy processes ⋮ Yaglom limit for unimodal Lévy processes ⋮ Representation of harmonic functions with respect to subordinate Brownian motion ⋮ Yaglom limit for stable processes in cones ⋮ Semilinear equations for non-local operators: beyond the fractional Laplacian ⋮ Decay rate of harmonic functions for non-symmetric strictly $\alpha $-stable Lévy processes

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