Regularity of Harmonic Functions for Some Markov Chains with Unbounded Range

Fangjun Xu ()
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Fangjun Xu: University of Kansas

Journal of Theoretical Probability, 2013, vol. 26, issue 2, 541-556

Abstract: Abstract We consider a class of continuous time Markov chains on ℤ d . These chains are the discrete space analogue of Markov processes with jumps. Under some conditions, as we show, harmonic functions associated with these Markov chains are Hölder continuous.

Keywords: Markov chains; Poincaré inequality; Support theorem; Harmonic functions; Hölder continuity; 60J27; 31B05 (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10959-012-0412-9

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