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

2011/04/24 by Ante Mimica, Mimica, Ante
Economics, Econometrics and Finance · Mathematics · #Advanced Harmonic Analysis Research #Advanced Mathematical Physics Problems #FOS: Mathematics #Mathematical Approximation and Integration #Nonlinear Partial Differential Equations #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1104.4610

openalex publication_date 2011/04/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We consider a L ' evy process in R^d (d\≥ 3) with the characteristic\nexponent \
Phi(
xi)=
frac|
xi|²
ln(1+|
xi|²)-1. The scale invariant\nHarnack inequality and apriori estimates of harmonic functions in H " older\nspaces are proved.\n

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