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arxiv: 1104.4610 · v2 · pith:QCN7G52Anew · submitted 2011-04-24 · 🧮 math.PR

Harnack inequality and H\" older regularity estimates for a L\' evy process with small jumps of high intensity

classification 🧮 math.PR
keywords estimatesharnackinequalityolderprocessaprioricharacteristicconsider
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We consider a L\' evy process in $\R^d$ $ (d\geq 3)$ with the characteristic exponent \[ \Phi(\xi)=\frac{|\xi|^2}{\ln(1+|\xi|^2)}-1. \] The scale invariant Harnack inequality and apriori estimates of harmonic functions in H\" older spaces are proved.

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