Harnack Inequality and Hölder Regularity Estimates for a Lévy Process with Small Jumps of High Intensity

Ante Mimica ()
Additional contact information
Ante Mimica: Universität Bielefeld

Journal of Theoretical Probability, 2013, vol. 26, issue 2, 329-348

Abstract: Abstract We consider a Lévy process in ℝ d (d≥3) with the characteristic exponent $$\varPhi(\xi)=\frac{|\xi|^2}{\ln(1+|\xi|^2)}-1.$$ The scale invariant Harnack inequality and a priori estimates of harmonic functions in Hölder spaces are proved.

Keywords: Bernstein function; Green function; Lévy process; Poisson kernel; Harmonic function; Harnack inequality; Subordinate Brownian motion; 60J45; 60G50; 60G51; 60J25; 60J27 (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-011-0361-8 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:26:y:2013:i:2:d:10.1007_s10959-011-0361-8

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-011-0361-8

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().