On harmonic functions of symmetric Levy processes

被引:9
|
作者
Mimica, Ante [1 ]
机构
[1] Univ Bielefeld, Fak Math, D-33615 Bielefeld, Nrw, Germany
关键词
Geometric stable process; Green function; Harmonic function; Levy process; Modulus of continuity; Subordinator; Subordinate Brownian motion; HARNACK INEQUALITY; JUMP-PROCESSES; STABLE PROCESSES; POTENTIAL-THEORY; REGULARITY;
D O I
10.1214/12-AIHP508
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider some classes of Levy processes for which the estimate of Krylov and Safonov (as in (Potential Anal. 17 (2002) 375-388)) fails and thus it is not possible to use the standard iteration technique to obtain a-priori Holder continuity estimates of harmonic functions. Despite the failure of this method, we obtain some a-priori regularity estimates of harmonic functions for these processes. Moreover, we extend results from (Probab. Theory Related Fields 135 (2006) 547-575) and obtain asymptotic behavior of the Green function and the Levy density for a large class of subordinate Brownian motions, where the Laplace exponent of the corresponding subordinator is a slowly varying function.
引用
收藏
页码:214 / 235
页数:22
相关论文
共 50 条