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Contents of PMS, Vol. 20, Fasc. 2,
pages 383 - 390
 

ON HARMONIC MEASURE FOR LÉVY PROCESSES

Pawe³ Sztonyk

Abstract: Let (X ) t be a Lévy process in Rd, d > 2, with infinite Lévy measure. If (X ) t has no Gaussian component, then the process does not hit the boundary of Lipschitz domain S < Rd at the first exit time of S under mild conditions on (X ). t The conditions are met, e.g., if (X ) t is rotation invariant.

1991 AMS Mathematics Subject Classification: Primary 60J30, 60G17; Secondary 60G40, 60J25.

Key words and phrases: Lévy processes, harmonic measure, Lipschitz domains, Lévy measure.

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