English

Harmonic functions for a class of integro-differential operators

Probability 2008-12-12 v1

Abstract

We consider the operator \sL\sL defined on C2(\bRd)C^2(\bR^d) 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 n(x,h)n(x,h), we establish a Harnack inequality for functions that are nonnegative in \bRd\bR^d and harmonic in a domain. We also show that the Harnack inequality can fail without suitable conditions on n(x,h)n(x,h). A regularity theorem for those nonnegative harmonic functions is also proved

Keywords

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}
}
R2 v1 2026-06-21T11:50:41.683Z