Analysis of jump processes with nondegenerate jumping kernels

Moritz Kassmann and Ante Mimica

Stochastic Processes and their Applications, 2013, vol. 123, issue 2, 629-650

Abstract: 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.

Keywords: Jump process; Harmonic function; Regularity estimate; Harnack inequality (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:123:y:2013:i:2:p:629-650

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DOI: 10.1016/j.spa.2012.09.016

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