English

Harnack Inequalities for Symmetric Stable Levy Processes

Probability 2015-03-18 v1

Abstract

In this paper we consider Harnack inequalities with respect to a symmetric α\alpha-stable L\'evy process XX in Rd\mathbb{R}^d, α(0,2)\alpha \in (0,2), d2d\geq 2. We study the example from the article \cite{bg-sz-1}. There, the authors have associated the Harnack inequality with the relative Kato condition, which is a condition on the L\'evy measure. By checking the condition, in the case α(0,1)\alpha \in (0,1), they have established that the Harnack inequality does not hold. We give an alternative proof of this fact, using the setting of \cite{bg-sz-1}. We define the harmonic functions explicitly. For a given starting point of the process, we examine the probability of hitting a certain set at the first exit time of a unit ball. Moreover, we also examine the weak Harnack inequality for a certain class of symmetric α\alpha-stable L\'evy processes. We consider a symmetric α\alpha-stable L\'evy process, α(0,2)\alpha \in (0,2), 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.

Keywords

Cite

@article{arxiv.1503.05119,
  title  = {Harnack Inequalities for Symmetric Stable Levy Processes},
  author = {Marina Sertic},
  journal= {arXiv preprint arXiv:1503.05119},
  year   = {2015}
}
R2 v1 2026-06-22T08:55:25.692Z