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arxiv: 1501.06130 · v3 · pith:L2MT6E5Inew · submitted 2015-01-25 · 🧮 math.PR

Intrinsic Ultracontractivity for General L\'evy processes on Bounded Open Sets

classification 🧮 math.PR
keywords boundedassociatedexitinggeneralintrinsickilledmeasureopen
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We prove that a general (not necessarily symmetric) L\'evy process killed on exiting a bounded open set (without regular condition on the boundary) is intrinsically ultracontractive, provided that $B(0,R_0)\subseteq \rm{supp}(\nu)$ for some constant $R_0>0$, where $\rm{supp}(\nu)$ denotes the support of the associated L\'evy measure $\nu$. For a symmetric L\'evy process killed on exiting a bounded H\"older domain of order $0$, we also obtain the intrinsic ultracontractivity under much weaker assumption on the associated L\'evy measure.

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