Decay rate of harmonic functions for non-symmetric strictly $\alpha$-stable L\'evy processes
Tomasz Juszczyszyn

TL;DR
This paper derives explicit formulas for how harmonic functions related to non-symmetric strictly alpha-stable Levy processes decay near the boundary of a domain, enhancing understanding of their boundary behavior.
Contribution
It provides the first explicit boundary decay rate formulas for harmonic functions associated with non-symmetric strictly alpha-stable Levy processes.
Findings
Explicit boundary decay rate formulas derived
Boundary behavior characterized outside the domain
Enhanced understanding of non-symmetric Levy process harmonic functions
Abstract
In this paper we investigate functions that are harmonic with respect to the non-symmetric strictly -stable L\'evy processes on an open set . We obtain the explicit formula for their boundary decay rate at parts of the boudary of outside of which they vanish.
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Taxonomy
TopicsStochastic processes and financial applications · Nonlinear Differential Equations Analysis · Advanced Mathematical Modeling in Engineering
