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

DOI10.1007/S10959-011-0361-8zbMATH Open1279.60100arXiv1104.4610OpenAlexW2086988594MaRDI QIDQ354764FDOQ354764

Authors: Ante Mimica 

Publication date: 19 July 2013

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

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.

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

Recommendations

• On Harnack inequality and Hölder regularity for isotropic unimodal Lévy processes
• Harnack inequality for some classes of Markov processes
• Harnack inequalities for some Lévy processes
• Harnack's inequality for stable Lévy processes
• On harmonic functions of symmetric Lévy processes

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Heat kernel estimates for stable-like processes on \(d\)-sets.
• Harnack inequalities for jump processes
• Harnack's inequality for stable Lévy processes
• Bernstein functions. Theory and applications
• On some relations between the harmonic measure and the Levy measure for a certain class of Markov processes
• Two-sided Green function estimates for killed subordinate Brownian motions
• Harnack inequality for some classes of Markov processes
• Harnack inequalities for some Lévy processes
• Potential theory of geometric stable processes
• Green function estimates and Harnack inequality for subordinate Brownian motions
• On harmonic measure for Lévy processes
• From Brownian motion to Schrödinger's equation
• Harnack inequalities for non-local operators of variable order
• Hölder Continuity of Harmonic Functions with Respect to Operators of Variable Order
• Potential theory of truncated stable processes

Cited In (12)

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

This page was built for publication: Harnack inequality and Hölder regularity estimates for a Lévy process with small jumps of high intensity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q354764)