Harnack inequality for weakly coupled nonlocal systems

Abstract

In this paper, we consider a weakly coupled system of nonlocal operators which contain both diffusion part with uniformly elliptic diffusion matrices and bounded drift vectors and the jump part with relatively general jump kernels. We use the two-sided scale-invariant Green function estimation to prove the scale-invariant Harnack inequality for the weakly coupled nonlocal systems. In the case where the switching rate matrix is strictly irreducible, the scale-invariant full rank Harnack inequality is proved. Our approach is mainly probabilistic.