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

DOI10.1007/s10959-011-0361-8zbMath1279.60100arXiv1104.4610OpenAlexW2086988594MaRDI QIDQ354764

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

Harnack inequalityharmonic functionGreen functionPoisson kernelLévy processsubordinate Brownian motionBernstein function

Mathematics Subject Classification ID

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

Related Items

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

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