Continuity of harmonic functions for non-local Markov generators (Q2377316)

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Continuity of harmonic functions for non-local Markov generators
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    Continuity of harmonic functions for non-local Markov generators (English)
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    28 June 2013
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    The author provides a priori estimates of harmonic functions for jump processes associated with the nonlocal operator \[ {\mathcal L}u(x)= \int_{{\mathbb R}^d\setminus\{0\}}(u(x+h)-u(x)-h\cdot \nabla u(x)1_{|h|\leq 1})n(x,h)dh, \] where \(n(x,h)\) is a nonnegative measurable function on \({\mathbb R}^d\times {\mathbb R}^d\) (a jump measure). Under suitable conditions for the jump measure, the Hölder continuity and the uniform continuity of \({\mathcal L}\)-harmonic functions are proved. The results of this paper are extensions of those of \textit{R. F. Bass} and \textit{M. Kassmann} [Trans. Am. Math. Soc. 357, No. 2, 837--850 (2005; Zbl 1052.60060)].
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    a priori estimates
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    continuity of harmonic functions
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    Markov jump processes
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    martingale problem
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