Regularity of harmonic functions for some Markov chains with unbounded range
Probability
2012-02-27 v1
Abstract
We consider a class of continuous time Markov chains on . These chains are the discrete space analogue of Markov processes with jumps. Under some conditions, we show that harmonic functions associated with these Markov chains are H\"{o}lder continuous.
Cite
@article{arxiv.1202.5361,
title = {Regularity of harmonic functions for some Markov chains with unbounded range},
author = {Fangjun Xu},
journal= {arXiv preprint arXiv:1202.5361},
year = {2012}
}