Analysis of jump processes with nondegenerate jumping kernels

DOI10.1016/J.SPA.2012.09.016zbMATH Open1259.60100arXiv1109.3678OpenAlexW2031359465MaRDI QIDQ1933604FDOQ1933604

Authors: Moritz Kassmann, Ante Mimica 

Publication date: 24 January 2013

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

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.

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

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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)

Cited In (17)

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

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