{ "id": "1307.7158", "version": "v1", "published": "2013-07-26T20:22:21.000Z", "updated": "2013-07-26T20:22:21.000Z", "title": "Gradient estimates of harmonic functions and transition densities for Levy processes", "authors": [ "Tadeusz Kulczycki", "Michal Ryznar" ], "categories": [ "math.PR" ], "abstract": "We prove gradient estimates for harmonic functions with respect to a $d$-dimensional unimodal pure-jump Levy process under some mild assumptions on the density of its Levy measure. These assumptions allow for a construction of an unimodal Levy process in $\\R^{d+2}$ with the same characteristic exponent as the original process. The relationship between the two processes provides a fruitful source of gradient estimates of transition densities. We also construct another process called a difference process which is very useful in the analysis of differential properties of harmonic functions.", "revisions": [ { "version": "v1", "updated": "2013-07-26T20:22:21.000Z" } ], "analyses": { "keywords": [ "harmonic functions", "gradient estimates", "transition densities", "levy processes", "dimensional unimodal pure-jump levy process" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2013arXiv1307.7158K" } } }