Data di Pubblicazione:
2004
Abstract:
The paper characterizes some classes of pseudo-differential operators for which there are (or
there are not) non-constant bounded harmonic functions. Non-local perturbations of
Ornstein–Uhlenbeck operators and operators with dissipative coefficients are considered.
The methods used are probabilistic and based on the concept of absorption function and on a
new extension of the Bismut–Elworthy–Li formula. The probabilistic interpretation of the
Liouville theorem by means of absorption functions for general Markov processes is given as
well.
there are not) non-constant bounded harmonic functions. Non-local perturbations of
Ornstein–Uhlenbeck operators and operators with dissipative coefficients are considered.
The methods used are probabilistic and based on the concept of absorption function and on a
new extension of the Bismut–Elworthy–Li formula. The probabilistic interpretation of the
Liouville theorem by means of absorption functions for general Markov processes is given as
well.
Tipologia CRIS:
1.1 Articolo in rivista
Keywords:
Liouville theorem; harmonic functions; non-local operators; stochastic equations; Levy noise
Elenco autori:
Priola, E.; Zabczyk, J.
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