A Liouville theorem for L\'evy generators

Abstract

Under mild assumptions, we establish a Liouville theorem for the "Laplace" equation $Au=0$ associated with the infinitesimal generator $A$ of a L\'evy process: If $u$ is a weak solution to $Au=0$ which is at most of (suitable) polynomial growth, then $u$ is a polynomial. As a by-product, we obtain new regularity estimates for semigroups associated with L\'evy processes.