scholarly journals Harnack Inequality and Hölder Regularity Estimates for a Lévy Process with Small Jumps of High Intensity

2011 ◽  
Vol 26 (2) ◽  
pp. 329-348 ◽  
Author(s):  
Ante Mimica
Keyword(s):  
Harnack Inequality ◽  
High Intensity ◽  
Lévy Process ◽  
Levy Process ◽  
Hölder Regularity ◽  
Regularity Estimates ◽  
Holder Regularity

scholarly journals A Liouville theorem for Lévy generators

Positivity ◽  
2020 ◽  
Author(s):  
Franziska Kühn
Keyword(s):  
Weak Solution ◽  
Laplace Equation ◽  
Lévy Process ◽  
Lévy Processes ◽  
Infinitesimal Generator ◽  
Polynomial Growth ◽  
Liouville Theorem ◽  
Levy Processes ◽  
Levy Process ◽  
Regularity Estimates

AbstractUnder mild assumptions, we establish a Liouville theorem for the “Laplace” equation $$Au=0$$ A u = 0 associated with the infinitesimal generator A of a Lévy process: If u is a weak solution to $$Au=0$$ A u = 0 which is at most of (suitable) polynomial growth, then u is a polynomial. As a by-product, we obtain new regularity estimates for semigroups associated with Lévy processes.

scholarly journals LAN property for a simple Lévy process

2014 ◽  
Vol 352 (10) ◽  
pp. 859-864 ◽  
Author(s):  
Arturo Kohatsu-Higa ◽  
Eulalia Nualart ◽  
Ngoc Khue Tran
Keyword(s):  
Lévy Process ◽  
Levy Process

scholarly journals On the optimal dividend problem for a spectrally negative Lévy process

2007 ◽  
Vol 17 (1) ◽  
pp. 156-180 ◽  
Author(s):  
Florin Avram ◽  
Zbigniew Palmowski ◽  
Martijn R. Pistorius
Keyword(s):  
Lévy Process ◽  
Levy Process ◽  
Spectrally Negative Lévy Process ◽  
Optimal Dividend
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