Harmonic functions for a class of integro-differential operators (Q2391048)

The author is concerned with the integro-differential operator defined on on \(\mathbb R^d\) as \[ \begin{multlined}{\mathcal L} f (x) := \frac{1}{2} \sum _ {i, j = 1}^ {d} a_ {i j} (x) \frac{\partial ^2 f (x)}{\partial x_ {i} \partial x_ {j}} + \sum _ {i=1}^ {d} b_ {i} (x) \frac{\partial f (x)}{\partial x_ {i}} \\ + \int _ {\mathbb R^d \setminus \{ 0 \}} \left [ f(x+h) - f(x) - 1_ {\{ |h| \leq 1\}} h \cdot \nabla f (x) \right ] n (x, h) d h.\end{multlined} \] Under the assumption that the local part is uniformly elliptic and with suitable conditions on \(n\), the Harnack inequality for functions which are non-negative in \(\mathbb R^d\) and harmonic in a domain with respect to the operator \({\mathcal L}\) is established. A regularity theorem for these functions is also proved. Finally, an example of a function \(n\) is provided, for which the Harnack inequality fails.