Analysis of jump processes with nondegenerate jumping kernels

作者：Kassmann Moritz; Mimica Ante^*

来源：Stochastic Processes and Their Applications, 2013, 123(2): 629-650.

DOI：10.1016/j.spa.2012.09.016

• Jump process
• Harmonic function
• Regularity estimate
• Hamack inequality

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.

• 出版日期2013-2