English

On Harnack inequality and H\"{o}lder regularity for isotropic unimodal L\'{e}vy processes

Probability 2015-01-21 v2

Abstract

We prove the scale invariant Harnack inequality and regularity properties for harmonic functions with respect to an isotropic unimodal L\'{e}vy process with the characteristic exponent ψ\psi satisfying some scaling condition. We show sharp estimates of the potential measure and capacity of balls, and further, under the assumption of that ψ\psi satisfies the lower scaling condition, sharp estimates of the potential kernel of the underlying process. This allow us to establish the Krylov-Safonov type estimate, which is the key ingredient in the approach of Bass and Levin, that we follow.

Keywords

Cite

@article{arxiv.1301.2441,
  title  = {On Harnack inequality and H\"{o}lder regularity for isotropic unimodal L\'{e}vy processes},
  author = {Tomasz Grzywny},
  journal= {arXiv preprint arXiv:1301.2441},
  year   = {2015}
}

Comments

27 pages In ver.2 it was added Proposition 8 and the proof of Corollary 3