
Let $L$ be a Lévy operator. A function $h$ is said to be harmonic with respect to $L$ if $L h = 0$ in an appropriate sense. We prove Liouville's theorem for positive functions harmonic with respect to a general Lévy operator $L$: such functions are necessarily mixtures of exponentials. For signed harmonic functions we provide a fairly general result, which encompasses and extends all Liouville-type theorems previously known in this context, and which allows to trade regularity assumptions on $L$ for growth restrictions on $h$. Finally, we construct an explicit counterexample which shows that Liouville's theorem for signed functions harmonic with respect to a general Lévy operator $L$ does not hold.
45 pages; minor revision
Integro-partial differential equations, Probabilistic potential theory, Diffusion processes and stochastic analysis on manifolds, Probability (math.PR), Positive solutions to PDEs, Transition functions, generators and resolvents, signed harmonic functions, FOS: Mathematics, Entire solutions to PDEs, Liouville theorems and Phragmén-Lindelöf theorems in context of PDEs, Processes with independent increments; Lévy processes, Periodic solutions to PDEs, Analysis of PDEs (math.AP)
Integro-partial differential equations, Probabilistic potential theory, Diffusion processes and stochastic analysis on manifolds, Probability (math.PR), Positive solutions to PDEs, Transition functions, generators and resolvents, signed harmonic functions, FOS: Mathematics, Entire solutions to PDEs, Liouville theorems and Phragmén-Lindelöf theorems in context of PDEs, Processes with independent increments; Lévy processes, Periodic solutions to PDEs, Analysis of PDEs (math.AP)
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