Harmonic functions for a class of integro-differential operators
Probability
2008-12-12 v1
Abstract
We consider the operator defined on functions by \sL f(x)&=&{1/2}\sum_{i,j=1}^d a_{ij}(x)\frac{\partial^2f(x)}{\partial x_i\partial x_j}+\sum_{i=1}^d b_i(x)\frac{\partial f(x)}{\partial x_i} &+&\int_{\bR^d\backslash\{0\}}[f(x+h)-f(x)-1_{(|h|\leq1)}h\cdot \grad f(x)]n(x,h)dh. Under the assumption that the local part of the operator is uniformly elliptic and with suitable conditions on , we establish a Harnack inequality for functions that are nonnegative in and harmonic in a domain. We also show that the Harnack inequality can fail without suitable conditions on . A regularity theorem for those nonnegative harmonic functions is also proved
Cite
@article{arxiv.0812.2082,
title = {Harmonic functions for a class of integro-differential operators},
author = {Mohammud Foondun},
journal= {arXiv preprint arXiv:0812.2082},
year = {2008}
}