Harnack inequalities for some Lévy processes (Q2379192): Difference between revisions

Let \(X\) be a random walk or a Lévy process in \({\mathbb R}^d.\) The Harnack inequality means that there exists \(r_0 >0\) and a constant \(C = C(r_0) > 0\) such that for any \(r\leq r_0, a\in{\mathbb R}^d\) and \(h\) nonnegative function on \({\mathbb R}^d\) which is harmonic in \(B(a,r) = \{ x, \; | x-a| \leq r\}\) with respect to \(X,\) then \[ h(x) \leq C h(y), \quad x,y \in B(a, r/2). \] The weak Harnack inequality holds if the constant \(C\) depends on \(r.\) In the present paper, the weak inequality is shown for random walks with absolutely continuous increments having decreasing rotationnally invariant densities. Under some additional assumptions on the densities, the true Harnack inequality is obtained. This result is then extended to some stable-like Lévy processes and a class of subordinate Brownian motions.