In a setting, where only "exit measures" are given, as they are associated with a right continuous strong Markov process on a separable metric space, we provide simple criteria for scaling invariant Hölder continuity of bounded harmonic functions with respect to a distance function which, in applications, may be adapted to the special situation. In particular, already a very weak scaling property ensures that Harnack inequalities imply Hölder continuity. Our approach covers recent results by M. Kassmann and A. Mimica as well as cases, where a Green function leads to an intrinsic metric.Keywords: Harmonic function; Hölder continuity; right process; balayage space; Lévy process.MSC: 31D05, 60J25, 60J45, 60J75.
Harmonic functions in a general settingDuring the last years, Hölder continuity of bounded harmonic functions has been studied for various classes of Markov processes (see [14,8] and the references therein). The aim of this paper is to offer not only a unified (and perhaps more transparent) approach to results obtained until now, but also the possibility for applications in new cases.
1Let X be a topological space such that finite measures µ on its σ-algebra B(X) of Borel subsets satisfyThis holds if X is a separable metric space (on its completion every finite measure is tight). Let M(X) denote the set of all finite measures on (X, B(X)) (which we also consider as measures on the σ-algebra B * (X) of all universally measurable sets). Given a set F of numerical functions on X, let F b , F + be the set of all functions in F which are bounded, positive respectively.For great flexibility in applications, we consider an open neighborhood X 0 of a point x 0 ∈ X and suppose that we have a continuous real function ρ 0 ≥ 0 on X 0 with ρ 0 (x 0 ) = 0 and 0 < R 0 ≤ ∞ such that, for every 0 < r < R 0 , the closure of U r := {x ∈ X : ρ 0 (x) < r} is contained in X 0 . Let U 0 denote the set of all open sets V in X with V ⊂ U r for some 0 < r < R 0 .1 The final publication is available at Springer via http://dx