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

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dc.creatorBass, Richard F.
dc.creatorChen, Zhen-Qing
dc.date2009-04-22
dc.date.accessioned2026-07-07T13:07:20Z
dc.date.available2026-07-07T13:07:20Z
dc.descriptionWe 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.
dc.identifierhttps://arxiv.org/abs/0904.3518
dc.identifierhttp://arxiv.org/abs/0904.3518
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/228056
dc.subjectProbability
dc.subject60H10
dc.titleRegularity of harmonic functions for a class of singular stable-like processes
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