A Liouville theorem for L\'evy generators
Probability
2021-10-06 v2 Analysis of PDEs
Abstract
Under mild assumptions, we establish a Liouville theorem for the "Laplace" equation associated with the infinitesimal generator of a L\'evy process: If is a weak solution to which is at most of (suitable) polynomial growth, then is a polynomial. As a by-product, we obtain new regularity estimates for semigroups associated with L\'evy processes.
Keywords
Cite
@article{arxiv.2001.02528,
title = {A Liouville theorem for L\'evy generators},
author = {Franziska Kühn},
journal= {arXiv preprint arXiv:2001.02528},
year = {2021}
}
Comments
Proof of Proposition 2.2 has been substantially simplified