Harnack Inequalities for Symmetric Stable Levy Processes

Abstract

In this paper we consider Harnack inequalities with respect to a symmetric $\alpha$-stable Lévy process $X$ in ${\mathbb{R}}^d$, $\alpha \in (0,2)$, $d\ge 2$. We study the example from the article \cite{bg-sz-1}. There, the authors have associated the Harnack inequality with the relative Kato condition, which is a condition on the Lévy measure. By checking the condition, in the case $\alpha \in (0,1)$, they have established that the Harnack inequality does not hold. We give an alternative proof of this fact, using the setting of \cite{bg-sz-1}. We define the harmonic functions explicitly. For a given starting point of the process, we examine the probability of hitting a certain set at the first exit time of a unit ball. Moreover, we also examine the weak Harnack inequality for a certain class of symmetric $\alpha$-stable Lévy processes. We consider a symmetric $\alpha$-stable Lévy process, $\alpha \in (0,2)$, for which a spherical part $\mu$ of the Lévy measure is a spectral measure. In addition, we assume that $\mu$ is absolutely continuous with respect to the uniform measure $\sigma$ on the sphere and impose certain bounds on the corresponding density. Eventually, we show that the weak Harnack inequality holds.