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

preprint2011arXivOpen access

Abstract

We consider a L\' evy process in Rd\R^d (d≥3) (d\geq 3) with the characteristic exponent Φ(ξ)=∣ξ∣2ln⁡(1+∣ξ∣2)−1. Φ(ξ)=\frac{|ξ|^2}{\ln(1+|ξ|^2)}-1. The scale invariant Harnack inequality and apriori estimates of harmonic functions in H\" older spaces are proved.

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