On Harnack inequality for \(\alpha\)-stable Ornstein-Uhlenbeck processes (Q2471029): Difference between revisions
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Revision as of 01:54, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Harnack inequality for \(\alpha\)-stable Ornstein-Uhlenbeck processes |
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On Harnack inequality for \(\alpha\)-stable Ornstein-Uhlenbeck processes (English)
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18 February 2008
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Consider the \(\alpha \)-stable Ornstein-Uhlenbeck process in \(\mathbb{R}^{d}\) with generator \(L=\Delta ^{\alpha /2}-\lambda x\cdot \nabla_{x}\). The author shows that if \(1\leq \alpha <2\) or \(\alpha <1=d\), then the Harnack inequality holds. A counterexample is constructed for \(\alpha <1<d\) to show that the Harnack inequality does not hold in this case.
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alpha-stable Ornstein-Uhlenbeck process
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Harnack inequality
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