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Regularity of Harmonic Functions for Some Markov Chains with Unbounded Range
Authors:Fangjun Xu
Institution:1. Department of Mathematics, University of Kansas, Lawrence, KS, 66045, USA
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.
Keywords:
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