The Liouville theorem for a class of Fourier multipliers and its connection to coupling

Author:

Berger David1ORCID,Schilling René L.1ORCID,Shargorodsky Eugene12ORCID

Affiliation:

1. TU Dresden, Fakultät Mathematik Institut für Mathematische Stochastik Dresden Germany

2. Department of Mathematics King's College London, Strand Campus Strand London UK

Abstract

AbstractThe classical Liouville property says that all bounded harmonic functions in , that is, all bounded functions satisfying , are constant. In this paper, we obtain necessary and sufficient conditions on the symbol of a Fourier multiplier operator , such that the solutions to are Lebesgue a.e. constant (if is bounded) or coincide Lebesgue a.e. with a polynomial (if is polynomially bounded). The class of Fourier multipliers includes the (in general non‐local) generators of Lévy processes. For generators of Lévy processes, we obtain necessary and sufficient conditions for a strong Liouville theorem where is positive and grows at most exponentially fast. As an application of our results above, we prove a coupling result for space‐time Lévy processes.

Publisher

Wiley

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