Regularity of Harmonic Functions for Some Markov Chains with Unbounded Range |
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Authors: | Fangjun Xu |
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Institution: | 1. Department of Mathematics, University of Kansas, Lawrence, KS, 66045, USA
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Abstract: | We consider a class of continuous time Markov chains on ? d . These chains are the discrete space analogue of Markov processes with jumps. Under some conditions, as we show, harmonic functions associated with these Markov chains are Hölder continuous. |
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Keywords: | |
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