Counterexamples to elliptic Harnack inequality for isotropic unimodal L\'{e}vy processes
Probability
2023-04-12 v3
Abstract
Until now, it has been an open question whether every subordinated Brownian motion (SBM) satisfies the elliptic Harnack inequality (EHI). In this paper, we show that the answer is ``no." In our first theorem, we show that if is an isotropic unimodal L\'{e}vy process, and satisfies certain criteria (involving the jump kernel of and the distribution of the location upon first exiting balls of various sizes) then does not satisfy EHI. (Note that the class of isotropic unimodal L\'{e}vy processes is larger than the class of SBMs.) We then check that many specific SBMs do indeed satisfy the criteria, and thus do not satify EHI.
Cite
@article{arxiv.2209.09778,
title = {Counterexamples to elliptic Harnack inequality for isotropic unimodal L\'{e}vy processes},
author = {Jens Malmquist and Mathav Murugan},
journal= {arXiv preprint arXiv:2209.09778},
year = {2023}
}
Comments
29 pages, 2 images in separate files