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arXiv 2103.02232math.PR

Hölder estimates for resolvents of time-changed Brownian motions

Kouhei Matsuura

英文摘要:

This paper studies time changes of Brownian motions by positive continuous additive functionals. Under a certain regularity condition on the associated Revuz measures, we prove that the resolvents of the time-changed Brownian motions are locally Hölder continuous in the spatial components. We also obtain lower bounds for the indice of the Hölder continuity.

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