On harmonic functions of symmetric Lévy processes (Q2438261): Difference between revisions

The author considers subordinate Brownian motions \(X_t:= B(S_t)\) such that: {\parindent=8mm \begin{itemize}\item[(i)] The Brownian motion \(B\) and the subordinator \(S\) are independent. \item[(ii)] The Lévy and potential measures of \(S\) have decreasing densities. \item[(iii)] The Laplace exponent \(\phi(\lambda):=-\log(\operatorname{E} e^{-\lambda S_1})\) of \(S\) satisfies \[ \lim_{\lambda\to +\infty} \frac{\phi'(\lambda x)}{\phi'(\lambda)} = x^{\alpha/2 -1} \quad (x>0) \] for some \(\alpha\in [0,2]\). \end{itemize}} For this class of Lévy processes, the author proves the existence of a constant \(c>0\) such that for any \(r\in (0,\frac{1}{4})\) and any bounded function \(f:\mathbb{R}^d \rightarrow \mathbb{R}\) which is harmonic in \(B_{4r}(0):=\{x: |x|<4r\}\), \[ |f(x)-f(y)|\leq c \|f\|_{\infty} \frac{\phi(r^{-2})}{\phi(|x-y|^{-2})} \quad (x,y\in B_{4r}(0)). \] With such a priori regularity estimates for harmonic functions, the author extends, in particular, results of Krylov and Safonov (as in [\textit{R. F. Bass} and \textit{D. A. Levin}, Potential Anal. 17, No.~4, 375--388 (2002; Zbl 0997.60089)]) and \textit{H. Šikić} et al. [Probab. Theory Relat. Fields 135, No.~4, 547--575 (2006; Zbl 1099.60051)].