English

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 X=(Xt)t0X=(X_t)_{t \geq 0} is an isotropic unimodal L\'{e}vy process, and XX satisfies certain criteria (involving the jump kernel of XX and the distribution of the location upon first exiting balls of various sizes) then XX 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

R2 v1 2026-06-28T01:44:51.986Z