Hopf type lemmas for subsolutions of integro-differential equations

Abstract

In the paper we prove a generalization of the Hopf lemma for weak subsolutions of the equation: $-Au+cu=0$ in $D$, for a wide class of L\'evy type integro-differential operators $A$, bounded and measurable function $c:D\to[0,+\infty)$ and domain $D\subset \BR^d$. More precisely, we prove that if {\em the strong maximum principle} (SMP) holds for $A$, then there exists a Borel function $\psi:D\to(0,+\infty)$, depending only on the coefficients of the operator $A$, $c$ and $D$ such that for any subsolution $u(\cdot)$ one can find a constant $a>0$ (that in general depends on $u$), for which $\sup_{y\in {\rm cl}D\cup {\cal S}(D)}u(y)-u(x)\ge a\psi(x)$, $x\in D$. Here ${\rm cl}D$ is the closure of $D$. The set ${\cal S}(D)$ - called the range of non-locality of $A$ over $D$ - is determined by the support of the Levy jump measure associated with $A$. This type of a result we call the {\em generalized Hopf lemma}. It turns out that the irreducibility property of the resolvent of $A$ implies the SMP. The converse also holds, provided we assume some additional (rather weak) assumption on the resolvent. For some classes of operators we can admit the constant $a$ to be equal to $ \sup_{y\in {\rm cl}D\cup {\cal S}(D)}u(y)$. We call this type of a result a {\em quantitative version} of the Hopf lemma. Finally, we formulate a necessary and sufficient condition on $A$ - expressed in terms of ergodic properties of its resolvent - which ensures that the lower bound $\psi\in {\rm span}(\varphi_D)$, where $\varphi_D$ is a non-negative eigenfunction of $A$ in $D$. We show that the aforementioned ergodic property is implied by the intrinsic ultracontractivity of the semigroup associated with $A$.