English

Weak Harnack Inequality and H\"older Regularity for Symmetric Stable L\'evy Processes

Probability 2019-10-01 v2

Abstract

In this paper we consider weak Harnack inequality and H\"older regularity estimates for symmetric α\alpha-stable L\'evy process in Rd\mathbb{R}^d, α(0,2)\alpha \in (0,2), d2d\geq 2. We consider a symmetric α\alpha-stable L\'evy process XX for which a spherical part μ\mu of the L\'evy measure is a spectral measure. In addition, we assume that μ\mu is absolutely continuous with respect to the uniform measure σ\sigma on the sphere and impose certain bounds on the corresponding density. Eventually, we show that the weak Harnack inequality holds, which we apply to prove H\"older regularity results.

Keywords

Cite

@article{arxiv.1504.03528,
  title  = {Weak Harnack Inequality and H\"older Regularity for Symmetric Stable L\'evy Processes},
  author = {Marina Sertic},
  journal= {arXiv preprint arXiv:1504.03528},
  year   = {2019}
}

Comments

The paper requires further work