Regularity of Harmonic Functions for a Class of Singular Stable-like Processes

نویسندگان

  • Richard F. Bass
  • Zhen-Qing Chen
چکیده

We consider the system of stochastic differential equations dXt = A(Xt−) dZt, where Z t , . . . , Z d t are independent one-dimensional symmetric stable processes of order α, and the matrix-valued function A is bounded, continuous and everywhere non-degenerate. We show that bounded harmonic functions associated with X are Hölder continuous, but a Harnack inequality need not hold. The Lévy measure associated with the vector-valued process Z is highly singular. AMS 2000 Mathematics Subject Classification: Primary 60H10; Secondary 31B05, 60G52, 60J75

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

$L_{p;r} $ spaces: Cauchy Singular Integral, Hardy Classes and Riemann-Hilbert Problem in this Framework

In the present work the space  $L_{p;r} $ which is continuously embedded into $L_{p} $  is introduced. The corresponding Hardy spaces of analytic functions are defined as well. Some properties of the functions from these spaces are studied. The analogs of some results in the classical theory of Hardy spaces are proved for the new spaces. It is shown that the Cauchy singular integral operator is...

متن کامل

Solution of Harmonic Problems with Weak Singularities Using Equilibrated Basis Functions in Finite Element Method

In this paper, Equilibrated Singular Basis Functions (EqSBFs) are implemented in the framework of the Finite Element Method (FEM), which can approximately satisfy the harmonic PDE in homogeneous and heterogeneous media. EqSBFs are able to automatically reproduce the terms consistent with the singularity order in the vicinity of the singular point. The newly made bases are used as the compliment...

متن کامل

Harnack inequalities for jump processes

We consider a class of pure jump Markov processes in R whose jump kernels are comparable to those of symmetric stable processes. We establish a Harnack inequality for nonnegative functions that are harmonic with respect to these processes. We also establish regularity for the solutions to certain integral equations.

متن کامل

A new subclass of harmonic mappings with positive coefficients

‎Complex-valued harmonic functions that are univalent and‎ ‎sense-preserving in the open unit disk $U$ can be written as form‎ ‎$f =h+bar{g}$‎, ‎where $h$ and $g$ are analytic in $U$‎. ‎In this paper‎, ‎we introduce the class $S_H^1(beta)$‎, ‎where $1<betaleq 2$‎, ‎and‎ ‎consisting of harmonic univalent function $f = h+bar{g}$‎, ‎where $h$ and $g$ are in the form‎ ‎$h(z) = z+sumlimits_{n=2}^inf...

متن کامل

The Generalized Wave Model Representation of Singular 2-D Systems

    M. and M.   Abstract: Existence and uniqueness of solution for singular 2-D systems depends on regularity condition. Simple regularity implies regularity and under this assumption, the generalized wave model (GWM) is introduced to cast singular 2-D system of equations as a family of non-singular 1-D models with variable structure.These index dependent models, along with a set of boundary co...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2009