Regularity of harmonic functions for a class of singular stable-like processes
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Abstract: We consider the system of stochastic differential equations dX_t=A(X_{t-}) dZ_t, where Z_t^1, ..., Z^d_t are independent one-dimensional symmetric stable processes of order alpha, and the matrix-valued function A is bounded, continuous and everywhere non-degenerate. We show that bounded harmonic functions associated with X are Holder continuous, but a Harnack inequality need not hold. The Levy measure associated with the vector-valued process Z is highly singular.
From the authors' abstract: We consider the system of stochastic differential equations \[ dX_t=A(X_{t-})\, dZ_t, \] where \(Z_t^1 , \dots , Z_t^d\) are independent one-dimensional symmetric stable processes of order \(\alpha \), and the matrix-valued function \(A\) is bounded, continuous and everywhere non-degenerate. We show that bounded harmonic functions associated with \(X\) are Hölder continuous, but a Harnack inequality need not hold. The Lévy measure associated with the vector-valued process \(Z\) is highly singular.
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Cites work
- Diffusions and Elliptic Operators
- Harnack inequalities for jump processes
- Heat kernel estimates for stable-like processes on d-sets.
- scientific article; zbMATH DE number 3895476 (Why is no real title available?)
- Systems of equations driven by stable processes
- The martingale problem for a class of stable-like processes
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