Hölder Estimates for Resolvents of Time-Changed Brownian Motions

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Dirichlet Forms and Related Topics (IWDFRT 2022)

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 394))

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Abstract

In this paper, we study 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 indices of the Hölder continuity.

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Acknowledgements

The author expresses his gratitude to Professor Yuichi Shiozawa for very careful reading of an earlier manuscript. This work was supported by JSPS KAKENHI Grant number 20K22299.

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Correspondence to Kouhei Matsuura .

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Matsuura, K. (2022). Hölder Estimates for Resolvents of Time-Changed Brownian Motions. In: Chen, ZQ., Takeda, M., Uemura, T. (eds) Dirichlet Forms and Related Topics. IWDFRT 2022. Springer Proceedings in Mathematics & Statistics, vol 394. Springer, Singapore. https://doi.org/10.1007/978-981-19-4672-1_19

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