Martin Kernels for Markov Processes with Jumps

Sep 1, 2015·
Tomasz Juszczyszyn
Tomasz Juszczyszyn
,
Mateusz Kwaśnicki
· 0 min read
Image credit: Unsplash
Abstract
We prove existence of boundary limits of ratios of positive harmonic functions for a wide class of Markov processes with jumps and irregular domains, in the context of general metric measure spaces. As a corollary, we prove uniqueness of the Martin kernel at each boundary point, that is, we identify the Martin boundary with the topological boundary. We also prove a Martin representation theorem for harmonic functions. Examples covered by our results include strictly stable Lévy processes in Rd with positive continuous density of the Lévy measure; stable-like processes in Rd and in domains; and stable-like subordinate diffusions in metric measure spaces
Publication
Electronic Journal of Probability