Soit une famille de mesures de Lévy, ce travail étudie la régularité de fonctions harmoniques et la propriété de Feller du processus de saut correspondant. Le but principal est d'établir des estimations de continuité pour les fonctions harmoniques sous des conditions faibles sur la famille . À la différence des contributions précédentes cette méthode couvre des cas où les bornes inférieures de la probabilité d'atteindre de petits ensembles dégénèrent.
Given a family of Lévy measures , the present work deals with the regularity of harmonic functions and the Feller property of corresponding jump processes. The main aim is to establish continuity estimates for harmonic functions under weak assumptions on the family . Different from previous contributions the method covers cases where lower bounds on the probability of hitting small sets degenerate.
Mots clés : jump processes, Lévy measure, Feller property, martingale problem, integro-differential operators, harmonic functions, a priori estimates
@article{AIHPB_2009__45_4_1099_0, author = {Husseini, Ryad and Kassmann, Moritz}, title = {Jump processes, $L$-harmonic functions, continuity estimates and the {Feller} property}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {1099--1115}, publisher = {Gauthier-Villars}, volume = {45}, number = {4}, year = {2009}, doi = {10.1214/08-AIHP208}, mrnumber = {2572166}, zbl = {1203.60125}, language = {en}, url = {http://www.numdam.org/articles/10.1214/08-AIHP208/} }
TY - JOUR AU - Husseini, Ryad AU - Kassmann, Moritz TI - Jump processes, $L$-harmonic functions, continuity estimates and the Feller property JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2009 SP - 1099 EP - 1115 VL - 45 IS - 4 PB - Gauthier-Villars UR - http://www.numdam.org/articles/10.1214/08-AIHP208/ DO - 10.1214/08-AIHP208 LA - en ID - AIHPB_2009__45_4_1099_0 ER -
%0 Journal Article %A Husseini, Ryad %A Kassmann, Moritz %T Jump processes, $L$-harmonic functions, continuity estimates and the Feller property %J Annales de l'I.H.P. Probabilités et statistiques %D 2009 %P 1099-1115 %V 45 %N 4 %I Gauthier-Villars %U http://www.numdam.org/articles/10.1214/08-AIHP208/ %R 10.1214/08-AIHP208 %G en %F AIHPB_2009__45_4_1099_0
Husseini, Ryad; Kassmann, Moritz. Jump processes, $L$-harmonic functions, continuity estimates and the Feller property. Annales de l'I.H.P. Probabilités et statistiques, Tome 45 (2009) no. 4, pp. 1099-1115. doi : 10.1214/08-AIHP208. http://www.numdam.org/articles/10.1214/08-AIHP208/
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