Analysis of jump processes with nondegenerate jumping kernels

DOI10.1016/J.SPA.2012.09.016MaRDI QIDQ1933604zbMATH OpenOpenAlexFDO

Authors Moritz Kassmann, Ante Mimica

Publication date 24 January 2013

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1109.3678

zbMATH Keywords

harmonic functionHarnack inequalityjump processregularity estimate

Mathematics Subject Classification ID

A priori estimates in context of PDEs (35B45) Harmonic, subharmonic, superharmonic functions in higher dimensions (31B05) Integro-differential operators (47G20) Integral representations, integral operators, integral equations methods in higher dimensions (31B10) Probabilistic potential theory (60J45)

Abstract: We prove regularity estimates for functions which are harmonic with respect to certain jump processes. The aim of this article is to extend the method of Bass-Levin[BL02] and Bogdan-Sztonyk[BS05] to more general processes. Furthermore, we establish a new version of the Harnack inequality that implies regularity estimates for corresponding harmonic functions.

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Cited in

(18)

• The Dirichlet problem for stable-like operators and related probabilistic representations
• Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators
• \(\mathcal L\)-harmonic functions and jump processes
• Continuity of harmonic functions for non-local Markov generators
• Scaling invariant Harnack inequalities in a general setting
• Regularity for solutions of non local parabolic equations
• Jump processes with variable scaling parameters.
• Régularité de processus de sauts dégénérés. II. (Regularity of degenerate jump processes. II)
• Harnack inequalities for jump processes
• Martin kernels for Markov processes with jumps
• On harmonic functions of symmetric Lévy processes
• Harnack inequalities and Hölder estimates for fully nonlinear integro-differential equations with weak scaling conditions
• Regularity theory for general stable operators
• Estimates for Dirichlet-to-Neumann maps as integro-differential operators
• Restricted mean value property for Balayage spaces with jumps
• Intrinsic Hölder continuity of harmonic functions
• Harnack inequality and interior regularity for Markov processes with degenerate jump kernels
• Jump processes and nonlocal operators

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