Potential Analysis

, Volume 41, Issue 1, pp 1–29 | Cite as

On Harnack Inequality and Hölder Regularity for Isotropic Unimodal Lévy Processes

Article

Abstract

We prove the scale invariant Harnack inequality and regularity properties for harmonic functions with respect to an isotropic unimodal Lévy process with the characteristic exponent ψ satisfying some scaling condition. We derive sharp estimates of the potential measure and capacity of balls, and further, under the assumption that ψ satisfies the lower scaling condition, sharp estimates of the potential kernel of the underlying process. This allows us to establish the Krylov–Safonov type estimate, which is the key ingredient in the approach of Bass and Levin, that we follow.

Keywords

Lévy process Green function Harnack inequality Harmonic function Potential measure Capacity Subordinate Brownian motion 

Mathematics Subject Classifications (2010)

60J45 60G51 31B15 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. 1.
    Barlow, M.T., Bass, R.F., Kumagai, T.: Parabolic Harnack inequality and heat Kernel estimates for random walks with long range jumps. Math. Z. 261, 297–320 (2009)CrossRefMATHMathSciNetGoogle Scholar
  2. 2.
    Bass, R.F., Levin, D.: Harnack inequalities for jump processes. Potential Anal. 17, 375–388 (2002)CrossRefMATHMathSciNetGoogle Scholar
  3. 3.
    Bertoin, J.: Lévy Processes. Cambridge University Press, Cambridge (1996)MATHGoogle Scholar
  4. 4.
    Bogdan, K., Sztonyk, P.: Harnack’s inequality for stable Lévy processes. Potential Anal. 22, 133–150 (2005)CrossRefMATHMathSciNetGoogle Scholar
  5. 5.
    Chen, Z.-Q., Kim, P., Kumagai, T.: Weighted Poincaré inequality and heat Kernel estimates for finite range jump processes. Math. Ann. 342, 833–883 (2008)CrossRefMATHMathSciNetGoogle Scholar
  6. 6.
    Chen, Z.-Q., Kim, P., Kumagai, T.: On heat Kernel estimates and parabolic Harnack inequality for jump processes on metric measure spaces. Acta Mech. Sin. Engl. Ser. 25, 1067–1086 (2009)CrossRefMATHMathSciNetGoogle Scholar
  7. 7.
    Chen, Z.Q., Kumagai, T.: Heat kernel estimates for jump processes of mixed types on metric measure spaces. Probab. Theory Related Fields 140, 277–317 (2008)CrossRefMATHMathSciNetGoogle Scholar
  8. 8.
    Chen, Z.Q., Kumagai, T.: A priori Hölder estimate, parabolic Harnack principle and heat kernel estimates for diffusions with jumps. Rev. Mat. Iberoamericana 26, 551–589 (2010)CrossRefMATHMathSciNetGoogle Scholar
  9. 9.
    Foondun, M.: Heat kernel estimates and Harnack inequalities for some Dirichlet forms with non-local part. Electron. J. Probab. 14(11), 314–340 (2009)MATHMathSciNetGoogle Scholar
  10. 10.
    Hawkes, J.: On the potential theory of subordinators. Probab. Theory Related Fields 33, 113–132 (1975)MATHMathSciNetGoogle Scholar
  11. 11.
    Hawkes, J.: Potential theory of Lévy Processes. Proc. London Math. Soc. 38, 335–352 (1979)CrossRefMATHMathSciNetGoogle Scholar
  12. 12.
    Ikeda, N., Watanabe, S.: On some relations between the harmonic measure and the Lévy measure for a certain class of Markov processes. J. Math. Kyoto Univ. 2, 79–95 (1962)MATHMathSciNetGoogle Scholar
  13. 13.
    Jakob, N., Schilling, R.L.: An analytic proof of the Lévy–Khinchin formula on ℝn. Publ. Math. Debrecen 53, 69–89 (1998)MathSciNetGoogle Scholar
  14. 14.
    Kim, P., Mimica, A.: Harnack inequalities for subordinate Brownian motions. Electron. J. Probab. 17(37), 23 (2012)MathSciNetGoogle Scholar
  15. 15.
    Kim, P., Song, R., Vondraček, Z.: Potential theory of subordinate Brownian motions revisited. Stochastic Analysis and Applications to Finance. Essays in honour of Jia-an Yan, T. Zhang, X. Zhou (eds), pp. 243–290. World Sci. Publ., Hackensack, NJ (2012)Google Scholar
  16. 16.
    Kim, P., Song, R., Vondraček, Z.: Global uniform boundary Harnack principle with explicit decay rate and its application. preprint available at http://arxiv.org/abs/1212.3092v1.
  17. 17.
    Mimica, A.: Harnack inequality and Hölder regularity estimates for a Lévy process with small jumps of high intensity. J. Theoret. Probab. 26, 329–348 (2013)CrossRefMATHMathSciNetGoogle Scholar
  18. 18.
    Mimica, A.: On Harmonic Functions of Symmetric Lévy Processes. to appear in Ann. Inst. H. Poincaré Probab. Statist.Google Scholar
  19. 19.
    Pruitt, W.: The growth of random walks and Lévy processes. Ann. Probab. 9, 948–956 (1981)CrossRefMATHMathSciNetGoogle Scholar
  20. 20.
    Schilling, R.L.: Growth and Hölder conditions for the sample paths of Feller processes. Probab. Theory Related Fields 112, 565–611 (1998)CrossRefMATHMathSciNetGoogle Scholar
  21. 21.
    Schilling, R.L., Song, R., Vondraček, Z.: Bernstein Functions: Theory and Applications. de Gruyter Studies in Mathematics 37. Berlin: Walter de Gruyter (2010)Google Scholar
  22. 22.
    Šikić, R., Song, R., Vondraček, Z.: Potential theory of geometric stable processes. Probab. Theory Related Fields 135, 547–575 (2006)CrossRefMATHMathSciNetGoogle Scholar
  23. 23.
    Song, R., Vondraček, Z.: Harnack inequalities for some classes of Markov processes. Math. Z. 246, 177–202 (2004)CrossRefMATHMathSciNetGoogle Scholar
  24. 24.
    Song, R., Wu, J.-M.: Boundary Harnack principle for symmetric stable processes. J. Funct. Anal. 168, 403–427 (1999)CrossRefMATHMathSciNetGoogle Scholar
  25. 25.
    Szczypkowski, K.: Gradient perturbations of the sum of two fractional Laplacians. Probab. Math. Statist. 32, 41–46 (2012)MATHMathSciNetGoogle Scholar
  26. 26.
    Watanabe, T.: The isoperimetric inequality for isotropic unimodal Lévy processes. Probab. Theory Related Fields 63, 487–499 (1983)MATHGoogle Scholar
  27. 27.
    Zähle, M.: Potential spaces and traces of Lévy processes on h-sets. J. Contemp. Math. Anal. 44, 117–145 (2009)CrossRefMathSciNetGoogle Scholar

Copyright information

© Springer Science+Business Media Dordrecht 2013

Authors and Affiliations

  1. 1.Institute of Mathematics and Computer SciencesWrocław University of TechnologyWroclawPoland

Personalised recommendations