Glasnik Matematicki, Vol. 40, No.1 (2005), 177-187.

HARNACK INEQUALITY FOR SOME DISCONTINUOUS MARKOV PROCESSES WITH A DIFFUSION PART

Renming Song and Zoran Vondracek

Department of Mathematics, University of Illinois, Urbana, IL 61801, USA
e-mail: rsong@math.uiuc.edu

Department of Mathematics, University of Zagreb, 10000 Zagreb, Croatia
e-mail: vondra@math.hr

Abstract.   In this paper we establish a Harnack inequality for nonnegative harmonic functions of some discontinuous Markov processes with a diffusion part.

2000 Mathematics Subject Classification.   60J45, 60J75, 60J25.

Key words and phrases.   Harnack inequality, harmonic functions, jump diffusion.

Full text (PDF) (free access)

DOI: 10.3336/gm.40.1.15

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