Harnack inequality and Hölder regularity estimates for a Lévy process with small jumps of high intensity

DOI10.1007/S10959-011-0361-8MaRDI QIDQ354764zbMATH OpenOpenAlexFDO

Authors Ante Mimica

Publication date 19 July 2013

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1104.4610

zbMATH Keywords

harmonic functionHarnack inequalityGreen functionsubordinate Brownian motionBernstein functionPoisson kernelLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Continuous-time Markov processes on discrete state spaces (60J27) Probabilistic potential theory (60J45)

Abstract: We consider a L' evy process in $R^d$ $(dgeq3)$ with the characteristic exponent [ Phi(xi)=frac{|xi|^2}{ln(1+|xi|^2)}-1. ] The scale invariant Harnack inequality and apriori estimates of harmonic functions in H" older spaces are proved.

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Cites work

• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
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• Harnack inequality for some classes of Markov processes
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Cited in

(12)

• Small-time sharp bounds for kernels of convolution semigroups
• Boundedness and continuity of the Lévy transform in analysis
• Scaling invariant Harnack inequalities in a general setting
• Heat kernel estimates for subordinate Brownian motions
• On harmonic functions of symmetric Lévy processes
• Harnack inequalities and Hölder estimates for fully nonlinear integro-differential equations with weak scaling conditions
• Gradient estimates of harmonic functions and transition densities for Lévy processes
• Harnack inequality and regularity for a product of symmetric stable process and Brownian motion
• On Harnack inequality and Hölder regularity for isotropic unimodal Lévy processes
• Intrinsic Hölder continuity of harmonic functions
• Intrinsic scaling properties for nonlocal operators
• Estimates of transition densities and their derivatives for jump Lévy processes

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