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Estimates for Differences and Harnack Inequality for Difference Operators Coming From Random Walks with Symmetric, Spatially Inhomogeneous, Increments (2006)

Abstract
Difference operators arising from random walks with symmetric increments are studied. If the random walk is spatially homogeneous, then estimates of the first and second differences of harmonic functions are given and a Harnack inequality is proved. In the spatially inhomogeneous case, a Harnack inequality for superharmonic functions is proved, giving a discrete version of a result of Krylov and Safonov. This is used to give an estimate for differences of harmonic functions and applied to show existence of harmonic measure for spatially inhomogeneous walks.

Publication details
Download http://plms.oxfordjournals.org/cgi/content/short/s3-63/3/552
http://dx.doi.org/10.1112/plms/s3-63.3.552
Publisher Oxford University Press
Repository HighWire Press OAI Repository (United States)
Keywords Articles
Type TEXT
Language English