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arXiv · 2103.02232

H\"{o}lder estimates for resolvents of time-changed Brownian motions

Kouhei Matsuura
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Abstract

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 H\"{o}lder continuous in the spatial components. We also obtain lower bounds for the indice of the H\"{o}lder continuity.

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Kouhei Matsuura. 2021-03-03. H\"{o}lder estimates for resolvents of time-changed Brownian motions. https://arxiv.org/abs/2103.02232

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