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Boundary Harnack principle for Brownian motions with measure-valued drifts in bounded Lipschitz domains
Author(s) -
Panki Kim,
Renming Song
Publication year - 2007
Publication title -
mathematische annalen
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.235
H-Index - 75
eISSN - 1432-1807
pISSN - 0025-5831
DOI - 10.1007/s00208-007-0110-6
Subject(s) - nabla symbol , mathematics , lipschitz continuity , bounded function , measure (data warehouse) , brownian motion , harmonic measure , mathematical analysis , boundary (topology) , invariant measure , lipschitz domain , harnack's inequality , harmonic function , combinatorics , ergodic theory , physics , quantum mechanics , omega , statistics , database , computer science
Let $$\mu=(\mu^1, \dots, \mu^d)$$ be such that each $$\mu^i$$ is a signed measure on R d belonging to the Kato class K d, 1. A Brownian motion in R d with drift $$\mu$$ is a diffusion process in R d whose generator can be informally written as $$\frac12\Delta+\mu\cdot\nabla$$ . When each $$\mu^i$$ is given by U i (x)dx for some function U i , a Brownian motion with drift $$\mu$$ is a diffusion in R d with generator $$\frac12\Delta+U\cdot\nabla$$ . In Kim and Song (Ill J Math 50(3):635–688, 2006), some properties of Brownian motions with measure-value drifts in bounded smooth domains were discussed. In this paper we prove a scale invariant boundary Harnack principle for the positive harmonic functions of Brownian motions with measure-value drifts in bounded Lipschitz domains. We also show that the Martin boundary and the minimal Martin boundary with respect to Brownian motions with measure-valued drifts coincide with the Euclidean boundary for bounded Lipschitz domains. The results of this paper are also true for diffusions with measure-valued drifts, that is, when $$\Delta$$ is replaced by a uniformly elliptic divergence form operator $$\sum_{i,j=1}^{d} \partial_i (a_{ij} \partial_j)$$ with C 1 coefficients or a uniformly elliptic non-divergence form operator $$\sum_{i,j=1}^{d} a_{ij} \partial_i \partial_j$$ with C 1 coefficients.

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