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On Harnack inequality and Hölder regularity for isotropic unimodal Lévy processes (1301.2441v2)

Published 11 Jan 2013 in math.PR

Abstract: We prove the scale invariant Harnack inequality and regularity properties for harmonic functions with respect to an isotropic unimodal L\'{e}vy process with the characteristic exponent $\psi$ satisfying some scaling condition. We show sharp estimates of the potential measure and capacity of balls, and further, under the assumption of that $\psi$ satisfies the lower scaling condition, sharp estimates of the potential kernel of the underlying process. This allow us to establish the Krylov-Safonov type estimate, which is the key ingredient in the approach of Bass and Levin, that we follow.

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