Elliptic Harnack Inequality, Conformal Walk Dimension and Martingale Problem for Geometric Stable Processes
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Date
2024-07
Authors
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Journal ISSN
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Publisher
Indian Statistical Institute, Bangalore
Abstract
Recently, Murugan and Kajino introduced the notion of conformal walk dimension as a bridge between parabolic and elliptic Harnack inequalities. They showed that a symmetric diffusion process satisfies the elliptic Harnack inequality if and only if its conformal walk dimension equals 2, raising the question of whether a similar characterization holds for jump processes. Using the geometric stable process, we provide a counterexample: it satisfies the elliptic Harnack inequality but has infinite conformal walk dimension. Additionally, we establish the existence and uniqueness of solutions to the martingale problem associated with geometric stable processes.
Description
This thesis is under the supervision of Prof. Siva Athreya
Keywords
Jump processes, Harnack inequalities, Martingale problem, Geometric stable process
Citation
122p.
