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Analysis of jump processes with nondegenerate jumping kernels

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 Feb 2013Embargo end date: 01 Jan 2011 Croatia, Germany English Publisher:Elsevier BVJournal:Stochastic Processes and their Applications, volume 123, pages 629-650 (issn: 0304-4149, Copyright policy )
Authors: Kaßmann, Moritz; Mimica, Ante;

doi: 10.1016/j.spa.2012.09.016 , 10.48550/arxiv.1109.3678

arXiv: 1109.3678

Analysis of jump processes with nondegenerate jumping kernels

Abstract

We prove regularity estimates for functions which are harmonic with respect to certain jump processes. The aim of this article is to extend the method of Bass-Levin[BL02] and Bogdan-Sztonyk[BS05] to more general processes. Furthermore, we establish a new version of the Harnack inequality that implies regularity estimates for corresponding harmonic functions.

Countries
Croatia, Germany
Related Organizations
Keywords

Statistics and Probability, Hamack inequality, Harnack inequality, Regularity estimate, jump process; harmonic function; regularity estimate; Harnack inequality, Applied Mathematics, Probability (math.PR), jump process, harmonic function, Modelling and Simulation, Harmonic function, FOS: Mathematics, regularity estimate, Jump process, Mathematics - Probability

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
9
Average
Top 10%
Top 10%
Green
hybrid