11,609 research outputs found
Boundary Harnack Principle for Subordinate Brownian Motions
We establish a boundary Harnack principle for a large class of subordinate
Brownian motion, including mixtures of symmetric stable processes, in bounded
-fat open set (disconnected analogue of John domains). As an
application of the boundary Harnack principle, we identify the Martin boundary
and the minimal Martin boundary of bounded -fat open sets with respect
to these processes with their Euclidean boundary.Comment: 34 page
Rogers functions and fluctuation theory
Extending earlier work by Rogers, Wiener-Hopf factorisation is studied for a
class of functions closely related to Nevanlinna-Pick functions and complete
Bernstein functions. The name 'Rogers functions' is proposed for this class.
Under mild additional condition, for a Rogers function f, the Wiener--Hopf
factors of f(z)+q, as well as their ratios, are proved to be complete Bernstein
functions in both z and q. This result has a natural interpretation in
fluctuation theory of L\'evy processes: for a L\'evy process X_t with
completely monotone jumps, under mild additional condition, the Laplace
exponents kappa(q;z), kappa*(q;z) of ladder processes are complete Bernstein
functions of both z and q. Integral representation for these Wiener--Hopf
factors is studied, and a semi-explicit expression for the space-only Laplace
transform of the supremum and the infimum of X_t follows.Comment: 70 pages, 2 figure
Dual quadratic differentials and entire minimal graphs in Heisenberg space
We define holomorphic quadratic differentials for spacelike surfaces with
constant mean curvature in the Lorentzian homogeneous spaces
with isometry group of dimension 4, which are dual to
the Abresch-Rosenberg differentials in the Riemannian counterparts
, and obtain some consequences. On the one hand, we
give a very short proof of the Bernstein problem in Heisenberg space, and
provide a geometric description of the family of entire graphs sharing the same
differential in terms of a 2-parameter conformal deformation. On the other
hand, we prove that entire minimal graphs in Heisenberg space have negative
Gauss curvature.Comment: 19 page
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This work was supported by a Kappa Kappa Gamma Graduate Fellowship Award to C. E. H. and NIH grant NS-11861 and RCDA NS-00070 to G. D. B.Neuroscienc
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