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.
机构:
Cent China Normal Univ, Sch Math & Stat, Wuhan 430079, Hubei, Peoples R ChinaCent China Normal Univ, Sch Math & Stat, Wuhan 430079, Hubei, Peoples R China
Li, Bo
Xiao, Yimin
论文数: 0引用数: 0
h-index: 0
机构:
Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USACent China Normal Univ, Sch Math & Stat, Wuhan 430079, Hubei, Peoples R China
Xiao, Yimin
Yang, Xiaochuan
论文数: 0引用数: 0
h-index: 0
机构:
Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USACent China Normal Univ, Sch Math & Stat, Wuhan 430079, Hubei, Peoples R China
机构:
Seoul Natl Univ, Dept Math Sci, Seoul 151747, South KoreaSeoul Natl Univ, Dept Math Sci, Seoul 151747, South Korea
Kang, Jaehoon
Kim, Panki
论文数: 0引用数: 0
h-index: 0
机构:
Seoul Natl Univ, Dept Math Sci, Seoul 151747, South Korea
Seoul Natl Univ, Res Inst Math, Seoul 151747, South KoreaSeoul Natl Univ, Dept Math Sci, Seoul 151747, South Korea