A Liouville theorem for Lévy generators

Research output: Contribution to journalResearch articleContributedpeer-review

Contributors

Abstract

Under mild assumptions, we establish a Liouville theorem for the “Laplace” equation Au= 0 associated with the infinitesimal generator A of a Lévy process: If u is a weak solution to Au= 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.

Details

Original languageEnglish
Pages (from-to)997-1012
Number of pages16
JournalPositivity
Volume25
Issue number3
Publication statusPublished - Jul 2021
Peer-reviewedYes

Keywords

Keywords

  • Liouville theorem, Lévy process, Pseudo-differential operator