Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials
Kim, Panki ; Song, Renming
Ann. Probab., Tome 36 (2008) no. 1, p. 1904-1945 / Harvested from Project Euclid
Recently, in [Preprint (2006)], we extended the concept of intrinsic ultracontractivity to nonsymmetric semigroups. In this paper, we study the intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and measure-valued potentials in bounded domains. Our process Y is a diffusion process whose generator can be formally written as L+μ⋅∇−ν with Dirichlet boundary conditions, where L is a uniformly elliptic second-order differential operator and μ=(μ1, …, μd) is such that each component μi, i=1, …, d, is a signed measure belonging to the Kato class Kd,1 and ν is a (nonnegative) measure belonging to the Kato class Kd,2. We show that scale-invariant parabolic and elliptic Harnack inequalities are valid for Y. ¶ In this paper, we prove the parabolic boundary Harnack principle and the intrinsic ultracontractivity for the killed diffusion YD with measure-valued drift and potential when D is one of the following types of bounded domains: twisted Hölder domains of order α∈(1/3, 1], uniformly Hölder domains of order α∈(0, 2) and domains which can be locally represented as the region above the graph of a function. This extends the results in [J. Funct. Anal. 100 (1991) 181–206] and [Probab. Theory Related Fields 91 (1992) 405–443]. As a consequence of the intrinsic ultracontractivity, we get that the supremum of the expected conditional lifetimes of YD is finite.
Publié le : 2008-09-15
Classification:  Diffusions,  nonsymmetric diffusions,  dual processes,  semigroups,  nonsymmetric semigroups,  Harnack inequality,  parabolic Harnack inequality,  parabolic boundary Harnack principle,  intrinsic ultracontractivity,  47D07,  60J25,  60J45
@article{1221138770,
     author = {Kim, Panki and Song, Renming},
     title = {Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials},
     journal = {Ann. Probab.},
     volume = {36},
     number = {1},
     year = {2008},
     pages = { 1904-1945},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1221138770}
}
Kim, Panki; Song, Renming. Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials. Ann. Probab., Tome 36 (2008) no. 1, pp.  1904-1945. http://gdmltest.u-ga.fr/item/1221138770/