Abstract
We consider a Lévy process in ℝd (d≥3) with the characteristic exponent
The scale invariant Harnack inequality and a priori estimates of harmonic functions in Hölder spaces are proved.
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On leave from Department of Mathematics, University of Zagreb, Croatia.
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Mimica, A. Harnack Inequality and Hölder Regularity Estimates for a Lévy Process with Small Jumps of High Intensity. J Theor Probab 26, 329–348 (2013). https://doi.org/10.1007/s10959-011-0361-8
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DOI: https://doi.org/10.1007/s10959-011-0361-8
Keywords
- Bernstein function
- Green function
- Lévy process
- Poisson kernel
- Harmonic function
- Harnack inequality
- Subordinate Brownian motion