Holomorphic diffusions and boundary behavior of harmonic functions



The Annals of Probability

Holomorphic diffusions and boundary behavior of harmonic functions

Zhen-Qing Chen, Richard Durrett, and Gang Ma

Source: Ann. Probab. Volume 25, Number 3 (1997), 1103-1134.

Abstract

We study a family of differential operators ${L^{\alpha}, \alpha \geq 0}$ in the unit ball $D$ of $C^n$ with $n \geq 2$ that generalize the classical Laplacian, $\alpha = 0$, and the conformal Laplacian, $\alpha = 1/2$ (that is, the Laplace-Beltrami operator for Bergman metric in $D$). Using the diffusion processes associated with these (degenerate) differential operators, the boundary behavior of $L^{\alpha}$-harmonic functions is studied in a unified way for $0 \leq \alpha \leq 1/2$. More specifically, we show that a bounded $L^{\alpha}$-harmonic function in $D$ has boundary limits in approaching regions at almost every boundary point and the boundary approaching region increases from the Stolz cone to the Korányi admissible region as $\alpha$ runs from 0 to 1/2. A local version for this Fatou-type result is also established.

Primary Subjects: 60J45, 31B25
Secondary Subjects: 60J60, 31B10
Keywords: Holomorphic diffusions; conditional process; hitting probability; harmonic measure; martingale; holomorphic and $L$-harmonic functions; boundary limit; approaching region; Harnack inequality

Full-text: Open access

Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aop/1024404507
Mathematical Reviews number (MathSciNet): MR1457613
Digital Object Identifier: doi:10.1214/aop/1024404507
Zentralblatt MATH identifier: 0891.60072

References

[1] Bass, R. F. (1995). Probabilistic Techniques in Analysis. Springer, New York.
Mathematical Reviews (MathSciNet): MR96e:60001
[2] Debiard, A. (1979). Comparison des espaces Hp g´eom´etrique et probabilists au-dessus de l'espace Hermitien hyperbolique. Bull. Sci. Math. (2) 103 305-351.
[3] Durrett, R. (1984). Brownian Motion and Martingales in Analysis. Wadsworth, Belmont, CA.
Mathematical Reviews (MathSciNet): MR87a:60054
[4] Fukushima, M. and Okada, M. (1987). On Dirichlet forms for plurisubharmonic functions. Acta Math. 159 171-213.
Mathematical Reviews (MathSciNet): MR88m:32033
Zentralblatt MATH: 0637.32013
[5] Gilbarg, D. and Trudinger, N. S. (1983). Elliptic Partial Differential Equations of Second Order, 2nd ed. Springer, New York.
[6] Hakim, M. and Sibony, N. (1983). Fonctions holomophes born´ees et limites tangentielles. Duke Math. J. 50 133-141.
[7] Hua, L. K. (1969). Harmonic Analysis of Functions of Several Complex Variables in the Classical Domains. Amer. Math. Soc., Providence, RI.
[8] Karatzas, I. and Shreve, S. E. (1991). Brownian Motion and Stochastic Calculus, 2nd ed. Springer, New York.
[9] Kor´anyi, A. (1969). Harmonic functions on Hermitian hyperbolic space. Trans. Amer. Math. Soc. 135 507-516.
Mathematical Reviews (MathSciNet): MR43:3480
[10] Krantz, S. (1991). Invariant metrics and the boundary behavior of holomorphic functions in domains in Cn. Journal of Geometric Analysis 1 71-97.
[11] Rudin, W. (1980). Function Theory in the Unit Ball of Cn. Springer, New York.
[12] Stein, E. M. (1972). Boundary Behavior of Holomorphic Functions of Several Complex Variables. Princeton Univ. Press.
Mathematical Reviews (MathSciNet): MR57:12890

2008 © Institute of Mathematical Statistics