Analysis of jump processes with nondegenerate jumping kernels

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.

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Year of publication:	2013
Authors:	Kassmann, Moritz ; Mimica, Ante
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 2, p. 629-650
Publisher:	Elsevier
Subject:	Jump process \| Harmonic function \| Regularity estimate \| Harnack inequality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011064936