Regularity of harmonic functions for a class of singular stable-like processes

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We consider the system of stochastic differential equations dX_t=A(X_{t-}) dZ_t, where Z_t^1, ..., Z^d_t are independent one-dimensional symmetric stable processes of order α, and the matrix-valued function A is bounded, continuous and everywhere non-degenerate. We show that bounded harmonic functions associated with X are Holder continuous, but a Harnack inequality need not hold. The Levy measure associated with the vector-valued process Z is highly singular.

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Probability, 60H10

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http://salesiana.dossiersoluciones.com/handle/123456789/228056

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0904.3518
 http://arxiv.org/abs/0904.3518

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arXiv