On Harnack inequality and Hölder regularity for isotropic unimodal Lévy processes (Q2509968): Difference between revisions

Let \(X_t\) be an isotropic and unimodal Lévy process on \(\mathbb{R}^d\), \(d\geq 3\), such that its characteristic exponent \(\Psi\) satisfies the weak lower scaling condition, i.e., there are \(\beta>0\), \(\theta\geq 0\), \(C>0\) with \(\Psi(\lambda x) \geq C \lambda^\beta f(x)\) for \(\lambda\geq 1\) and \(|x|\geq \theta\). The author proves that: {\parindent=6mm \begin{itemize}\item[(1)] For any \(R > 0\), there exists a constant \(C = C(R)\) such that, for any function \(h\), non-negative on \(\mathbb{R}^d\) and harmonic in a ball \(B(0, r)\), \(r < R\), \[ \sup_{x\in B(0,r/2)} h(x) \leq C \inf_{x\in B(0,r/2)} h(x). \] In others words, the scale invariant Harnack inequality holds. \item[(2)] For any \(R > 0\), there exist constants \(c = c(R)\) and \(\delta > 0\) such that, for any \(0 < r \leq R\) and any bounded function \(h\) which is harmonic in \(B(0, r)\), \[ |h(x) - h(y)| \leq c\|h\|_{\infty} (\frac{|x - y|}{r})^{\delta}, \;\;\;x, y\in B(0, r/2). \] In particular, some regularity properties for harmonic functions hold. \end{itemize}} As consequences, the author obtains sharp estimates of the potential measure and capacity of balls, and sharp estimates of the potential kernel of the underlying process. As applications, many examples are considered, in particular, subordinated Brownian motions.