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0
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0answers
28 views

How possibly does a $\alpha$-stable process jump at this stopping time?

Lemma 2.3.2 of [Applebum2009] states that, If $X$ is a Levy process and let $\Delta X(t) = X(t) - X(t-)$, then $\Delta X(t) = 0$ almost surely for a fixed $t>0$. There is also a warning that, ...
0
votes
0answers
79 views

How to solve $\sqrt{-1}\partial\bar{\partial}u=\omega$

I'm looking for references on the study of the equation $\sqrt{-1}\partial\bar{\partial}u=\omega$,especially when $\omega$ is a k\"ahler metric on $\Omega\setminus S$,where $\Omega\subset ...
8
votes
1answer
173 views

Which domain maximizes the energy of the Lebesgue measure?

This could be asked in more generality, but let me stick to a concrete case. Usually one considers a fixed domain $E \subset \mathbb{C}$ and attaches to it the equilibrium probability measure ...
1
vote
1answer
51 views

Oscillation of subharmonic functions of slow growth

Given a sequence of real numbers $c_k\to-\infty$, is there always a $C^\infty$ subharmonic function $f$ on $\mathbb R^2$ and a sequence $z_k\to\infty$ with $|z_k|<k$ such that ...
0
votes
1answer
129 views

Positivity of logarithmic energy of certain measures

Let $\Gamma$ be a smooth closed curve in the complex plane (for all practical purposes). Assume $f$ is a real-valued continuous function defined on $\Gamma$ and let $d\mu=fdm$, where $dm$ is the ...
0
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0answers
33 views

References for symmetric α-stable process (SSP) for $a>2$

Many properties of Brownian motion have been extended to SSP's for $0\leq \alpha\leq 2$ and so it is quite easy to find literature on them. However, I am currently studying the SSP for $\alpha>2$ ...
0
votes
0answers
24 views

Uniqueness of homogeneous second kind Fredholm equation

I have the following equation: $-\frac{1}{2}\phi + W\phi - V(f\phi) = 0 $ and I intend to prove uniqueness of the solution in a appropriate Sobolev space. V and W denote the direct values of the ...
0
votes
0answers
19 views

Connectedness of conincidence set [duplicate]

Is there any criterion for connectedness of coincidence set, for obstacle question $min{Δu, u-ϕ}=0$ and with prescribed boundary value $\lim_{|x|\rightarrow\infty}u(x)=0$? Or any other kinds of ...
2
votes
1answer
110 views

Approximation of subharmonic functions

Let $u$ be an (upper semi-continuous) locally bounded subharmonic function in a domain in $\mathbb{R}^n$. Let $\chi_\epsilon$ be a standard smoothing kernel, namely ...
1
vote
0answers
33 views

Uniquenss of domain with given interior newtonian potential

The newtonian potential of a domain $\Omega$ is defined by $\Gamma*(\chi_{\Omega})$ ($\Gamma$ is the fundamental solution of laplacian operator $\Delta$), i.e. the convolution of indicator function ...
1
vote
0answers
48 views

connectedness of coincidence set

Consider the following obstacle problem in the whole domain $\mathbb{R}^n$ min{$\Delta u$, $u$-$\phi$}=0 with prescribed boundary value $\lim_{|x|\rightarrow\infty}u(x)=0$ and $\phi$ (can be assumed ...
1
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0answers
94 views

Does Newtonian capacity increase strictly when mass is spread?

We start with two disjoint compact sets A and B with positive capacities. Then, we translate B s.t. $B+rv$ is disjoint from A and B and ,more importantly, $dist(x,y)<dist(x,y+rv)$ for all $x\in A$ ...
1
vote
1answer
104 views

Deriving Newtonian capacity of sphere from Brownian motion

We have the following result by Spitzer (see (1) or Port) $lim_{t\to \infty}\frac{1}{t}\int_{\mathbb{R}^{n}/B_{r_{0}}}P_{x}(T_{B_{r_{0}}}<t)dx=Cap(B_{r_{0}})=\frac{r_{0}}{4\pi}$ By Chuancun and ...
3
votes
0answers
480 views

Question on a proof by Solonnikov,Ladyzhenskaya,Ural'tseva

I have already asked this question on Mathematics SE, because I suppose that it is not research level. But I haven't got an answer, possibly here someone can answer. Let $G(t,x)$ be the fundamental ...
1
vote
0answers
26 views

Taking the potential of a super additive measure

In recent research of my coauthors and me, it has become necessary to consider the Riesz potential of a superadditive measure. Recall that the $s$-dimensional Riesz potential of a finite Borel ...
0
votes
1answer
19 views

$P_{x}(T_{A}<\infty)<P_{x}(T_{B}<\infty)$ imply $Cap_{N}(A)<Cap_{N}(B)$, where $Cap_{N}$ is Newtonian capacity

We start a Brownian motion at $x\in [B(0,r)]^{c}$, where $B(0,r)$ is a large enough ball that contains compact sets A B. In other words, the B.M. starts on the exterior of A and B. Then if the ...
0
votes
2answers
79 views

Newtonian capacity of sphere equals its hitting probability by Brownian motion?

Do we have $Cap_{N}(S(0,r))=P_{x}(T_{S(0,r)}<\infty)$ for $x\in [B(0,r)]^{c}$, where $B(0,r)$ is a ball centered at the origin ? I know for $x=0$, they are both equal to 1. How can I go about ...
-1
votes
1answer
101 views

Analytic extension of the exterior Newtonian potential into the domain

I just want to know for a domain with smooth boundary whether exterior Newtonian potential has singular analytic extension into the domain or into a part of the domain. Definition of Newtonian ...
1
vote
0answers
24 views

Capacity approximations by sets with regular boundary

Suppose I have a continuous, compactly supported function $f : \mathbb{R}^2 \to \mathbb{R}_{+}$ and I define the set $S := f^{-1}([a,\infty)) \subset \mathbb{R}^2$ for some $a > 0$. It is a ...
6
votes
1answer
141 views

Convergence in energy of bounded (semi)subharmonic functions

Consider a sequence $(f_n)$ of functions in the flat torus $T^d$ converging Lebesgue-a.e. to a limit function $f$. Assume that: 1) $|f_n|(x)\leq 1$ for every $n,x$ 2) $\Delta f_n\geq -1$ in the ...
0
votes
1answer
136 views

Holder regularity for the heat potentials

First I apologize for my bad English and for any error: this is my first question. I need some regularity results for the single and double layer heat potentials. If $\Gamma(t,x)$ is the fundamental ...
1
vote
1answer
72 views

Minimum of two plurisubharmonic functions

I know that in general for $u,v\in PSH$ (plurisubharmonic) $\min\{u,v\}$ is not a $PSH$ function. Are there any known results under which conditions on $u$,$v$ a function $\min\{u,v\}$ is $PSH$? I ...
2
votes
0answers
60 views

Probability of hitting a Borel set by transient Brownian motion ($d\geq 3$)

I am looking for references/progress made in estimating the hitting probability for Borel sets. For spheres we have $P_{x}(T_{B_{r}(0)}<\infty)=(\frac{|r|}{|x|})^{d-2}$, where $x=B_{0}$ for ...
2
votes
0answers
162 views

Reference request: optimal $L^p$ regularity for solutions to $-\Delta u=f$ with $f\in L^1(R^d)$

The tilte says it all. Given $f\in L^1(R^d)$ (let me restrict to dimension $d\geq 3$ for convenience), what is the optimal $L^p$ regularity for solutions to $$ -\Delta u=f\hspace{3cm}(1)? $$ I'm of ...
0
votes
1answer
98 views

uniqueness for Poisson equation in R^d with mildly regular data

I'm interested in Poisson's equation $-\Delta u=f$ set in the whole space $R^d$ (let's say $d\geq 3$ for simplicity) when $f$ has very little integrability, specifically $f\in L^{1+\varepsilon}$ for ...
3
votes
1answer
192 views

Is this integration by parts legitimate?

Let's consider in dimension $d\geq 3$ the Newton/riesz potential $f=I_2[g]$ $$ f(x)=\int_{R^d}\frac{1}{|x-y|^{d-2}}g(y)dy, $$ which solves $-\Delta f=g$ (up to positive normalizing constants, which I ...
3
votes
1answer
181 views

reference request: Riesz/Newton potential and HLS inequality in L1.logL1

Let's consider in dimension $d\geq 3$ the Newton/riesz potential $f=I_2[g]$ $$ f(x)=\int_{R^d}\frac{1}{|x-y|^{d-2}}g(y)dy, $$ which solves $-\Delta f=g$ (up to positive normalizing constants, which I ...
1
vote
0answers
35 views

Harmonic Bergman spaces on graphs

Harmonic Bergman spaces on Euclidean domains are a set of harmonic functions on a domain that are from $L^{p}$ of that domain. I tried to find something on harmonic Bergman spaces on graphs because we ...
1
vote
1answer
84 views

Riesz potential inequality

Assume that $\Omega$ is a domain in $\mathbf{R}^n$ with the same area as a ball $B(x,r)$ and let $\alpha\in[1,0)$. I need the reference for the following inequality $$\int_{\Omega} |x-y|^{\alpha-n} ...
2
votes
1answer
198 views

Is Poisson's kernel integrable?

Let $E$ be a smooth domain. Green's function is defined as $G(x,y)=F(x,y)-\Phi(x,y)$ where $F$ is the fundamental solution to the Laplace equation. For a fixed $x\in E$, $\Phi(x,\cdot)$ is a harmonic ...
3
votes
3answers
324 views

Positivity of the Coulomb energy in two dimensions

In dimensions $d\geq 3$ the Coulomb energy is always non-negative (since the Fourier transform of $\frac{1}{\|\cdot\|^{d-2}}$ is non-negative). What can one say about positivity properties of the ...
19
votes
1answer
848 views

The origin of Discrete `Liouville's theorem'

It is known that discrete Liouville's theorem for harmonic functions on $\mathbb{Z}^2$ was proved by Heilbronn (On discrete harmonic functions. - Proc. Camb. Philos. Soc. , 1949, 45, 194-206). If ...
1
vote
1answer
115 views

Number of linear independent equations

Is there any general rule to find the number of linearly independent equations such that $$L_i(T_{\mu\nu},\partial_\eta T_{\mu\nu},\partial_\omega\partial_\eta T_{\mu\nu},...)=0$$ where $L_i$ is a ...
1
vote
1answer
54 views

A formula for the potential part in Riesz decomposition of simple subharmonic functions?

Consider a compact subset $E\subset\mathbb{C}$, holomorphic functions $f_j:V\to \mathbb{C}$, $1\leq j\leq k$, defined in a neighbourhood $V$ of $E$, and set $u:V\to\mathbb{R}\cup\{-\infty\}$, ...
1
vote
0answers
98 views

A Fourier analysis-type identity arising in potential theory

I have recently been learning about potential theory in the complex plane, and I would like to understand why the following proposition is true: Suppose $f: \mathbb C \to \mathbb R$ is smooth, ...
8
votes
0answers
109 views

Functions between Markov chains that preserve local harmonicity

Given two Markov chains with respective state-spaces $S$ and $T$, say that a function $\phi$ from $S$ to $T$ is holomorphic iff for all states $t \in T$, every real-valued function $f$ on $T$ that is ...
2
votes
1answer
276 views

Uniqueness of classical solution with degenerate boundary

Consider heat equation on the domain $\Omega = (0,1)\times (0,1)$ in the form of $$ \partial_{t} u = \frac 1 2 x^{3} (1-x) \partial_{xx} u, \quad (x,t) \in \Omega$$ with initial data $u(x,0) = x$ for ...
2
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0answers
236 views

Analytical continuation of electrostatic potentials

I'm having some trouble figuring out the properties with respect to analytical continuation of functions defined using an integral kernel. More particularly, I am working with the electrostatic ...
5
votes
0answers
168 views

A finely open set, not open up to polar set?

I already asked this on M.SE, but get no answers. Is there a (simple) example of a finely open set (i.e. w.r.t. the fine topology in potential theory) $O$ in $\mathbb R^n$, $n \ge 2$, which is not ...
0
votes
1answer
137 views

Higher dimensional analogue of Kellog's theorem? (Holder continuity of solution to Dirichlet problem with Holder continuous boundary data)

Let $f:S^n\to C$ be a continuous function, $n\geq 1$. When $n=1$, this is a well-known theorem, called Kellog's theorem (or sometimes Kellog-Warschawski's theorem) which states the following Theorem: ...
10
votes
1answer
342 views

Modern version of an inequality of R. M. Gabriel for contour integrals

I am currently reading the 1998 article Dynamics of the Binary Euclidean Algorithm: Functional Analysis and Operators by Brigitte Vallée, which cites a 1928 article by R. M. Gabriel for the following ...
5
votes
1answer
420 views

Books about Capacity theory

While I was studying the book Variation et Optimisation de formes by Antoine Henrot and Michel Pierre, I encountered a section about the capacity associated to the $H^1$ norm, which is defined for ...
0
votes
1answer
149 views

On a limit at the boundary of $\mathbb{D}$ related to complex and harmonic analysis

Let $p(z,t)=\frac{1}{2\pi}.\frac{1-|z|^2}{|z-t|^2}$ be the Poisson kernel on the open unit disk $\mathbb{D}$, fix $0<\alpha<1$ . Let $a\in \partial\mathbb{D}=S^1$ be fixed. Then my question is : ...
1
vote
1answer
443 views

Is $\int_{t\in S^1} |t-\zeta|^{\alpha}p(z,t) |dt| \leq K|z-\zeta|^{\alpha}, 0< \alpha < 1$ for uniform $K$?

I asked the question before, but didn't get any reply, so I took the liberty to ask again. Let $\zeta\in S^1$(unit circle in the complex plane) and $z\in \mathbb{D}$. Fix $0< \alpha < 1$. Then, ...
3
votes
2answers
245 views

Boundary Value Problem in the space of Distributions

I will not be rigirous cause my question does not require this. It is well known how to treat the solution (for example) of the problem $\Delta u=f$ in $\Omega$ and $u=g$ on $\partial \Omega$ by the ...
5
votes
1answer
461 views

Logarithmic potential

Given a continuous, compactly supported function $f$ on $R^2$, it is known that the logarithmic potential of $f$, that is $$ U_{f}(x):=-\frac{1}{2\pi}\int\log|x-y|f(y)dy $$ has the following decay at ...
5
votes
2answers
668 views

Kähler potentials that depend only on geodesic distance

Hermitian symmetric spaces of constant curvature have the property that the potential for their Kähler metric can be expresed as some function of the geodesic distance. Does anyone know if there are ...
1
vote
0answers
247 views

Strong minimum principle for maximal plurisubharmonic functions

Suppose $u$ is a bounded maximal plurisubharmonic function in a bounded domain $D \in \Bbb C^n$. If $u$ is $C^2$ one can see that $u$ cannot have a local strict minimum inside $D$. Is there an analog ...
3
votes
0answers
382 views

Green's formula for a Markov process

For a Markov process $X$ on the Polish space $\mathscr X$ its transition probability is given by $$ P(x,A) :=\mathsf P_x (X_1\in A) $$ and $X$ is time-reversible if there is a probability measure ...
1
vote
1answer
192 views

A variational problem involving a negative fractional Soboblev norm.

I've run into the problem of trying to evaluate the following: $\max_{ \xi} \iint_{\partial B \times \partial B} \xi(x) \Phi(|x-y|) \xi(y) dS(x)dS(y)$ subject to $\int_{\partial B} \xi(y)dS(y) = 0$ ...