Liouville theorems for non-local operators |
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Authors: | Enrico Priola Jerzy Zabczyk |
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Affiliation: | a Dipartimento di Matematica, Università di Torino, via Carlo Alberto 10, 10123 Torino, Italy b Instytut Matematyczny Polskiej Akademii Nauk, ul. ?niadeckich 8, 00-950 Warszawa, Poland |
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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. |
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Keywords: | 31B05 60J75 47D07 60H30 |
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