Harnack inequality for some classes of Markov processes (Q1434185): Difference between revisions
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Latest revision as of 19:03, 19 March 2024
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English | Harnack inequality for some classes of Markov processes |
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Harnack inequality for some classes of Markov processes (English)
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1 July 2004
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The authors extend the methods of \textit{R. F. Bass} and \textit{D. A. Levin} [Potential Anal. 17, No. 4, 375--388 (2002; Zbl 0997.60089)] to prove a Harnack inequality for a Markov jump process. When the process in question admits a Lévy system and satisfies the inequalities (A1)--(A3) on mean exit times and exit probabilities of balls, then a Harnack inequality holds true. The conditions do not assume scaling properties or symmetry. For Lévy processes conditions on the Lévy measure are formulated which imply the desired conditions. Symmetric as well as non-symmetric Markov processes without a diffusion component are also investigated.
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jump processes
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Harnack inequality
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