Analysis of jump processes with nondegenerate jumping kernels

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:123

Article

Kassmann, Moritz¹  Mimica, Ante¹ 

[1] Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany

关键词: Jump process;    Harmonic function;    Regularity estimate;    Hamack inequality;   

DOI  :  10.1016/j.spa.2012.09.016

来源: Elsevier

【 摘 要 】

We prove regularity estimates for functions which are harmonic with respect to certain jump processes. The aim of this article is to extend the method of Bass Levin (2002) [3] and Bogdan Sztonyk (2005) [6] to more general processes. Furthermore, we establish a new version of the Harnack inequality that implies regularity estimates for corresponding harmonic functions. (C) 2012 Elsevier B.V. All rights reserved.

【 授权许可】

Free