Hölder estimates for resolvents of time-changed Brownian motions

DOI10.1007/978-981-19-4672-1_19MaRDI QIDQ2088481zbMATH OpenOpenAlexFDO

Authors Kouhei Matsuura

Publication date 22 October 2022

Full work available at URL https://arxiv.org/abs/2103.02232

zbMATH Keywords

Brownian motioncouplingHölder continuityresolventtime change

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Transition functions, generators and resolvents (60J35) Local time and additive functionals (60J55) Brownian motion (60J65)

Abstract: This paper studies time changes of Brownian motions by positive continuous additive functionals. Under a certain regularity condition on the associated Revuz measures, we prove that the resolvents of the time-changed Brownian motions are locally H"{o}lder continuous in the spatial components. We also obtain lower bounds for the indice of the H"{o}lder continuity.

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