A Liouville theorem for Lévy generators
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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 language | English |
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Pages (from-to) | 997-1012 |
Number of pages | 16 |
Journal | Positivity |
Volume | 25 |
Issue number | 3 |
Publication status | Published - Jul 2021 |
Peer-reviewed | Yes |
Keywords
ASJC Scopus subject areas
Keywords
- Liouville theorem, Lévy process, Pseudo-differential operator