Survival probability for jump processes in unbounded domains on metric measure spaces

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Authors: Phanuel Mariano, Jing Wang
Cited by: 0

Abstract

We study the large time behavior of the survival probability PxτD>t for symmetric jump processes in unbounded domains with a positive bottom of the spectrum. We prove asymptotic upper and lower bounds with explicit constants in terms of the bottom of the spectrum λ(D). Our main result applies to symmetric jump processes in general metric measure spaces. For α-stable processes in unbounded uniformly C1,1 domains, our results provide a probabilistic interpretation and an equivalent geometric condition for λ(D)>0. In the case of increasing horn-shaped domains, the exponential rate of decay for the survival probability is sharp. We also present examples of unbounded domains where our results apply.

Fields of Study & Subjects

Stochastic processes and financial applications Mathematical Dynamics and Fractals Holomorphic and Operator Theory

Publication details

Journal / source
Electronic Journal of Probability
Volume
31
Issue
none
Pages
1–24
Publication date
1 January 2026
Language
EN