  We consider the system of stochastic differential equations dX_t=A(X_{t-})
dZ_t, where Z_t^1, ..., Z^d_t are independent one-dimensional symmetric stable
processes of order \alpha, and the matrix-valued function A is bounded,
continuous and everywhere non-degenerate. We show that bounded harmonic
functions associated with X are Holder continuous, but a Harnack inequality
need not hold. The Levy measure associated with the vector-valued process Z is
highly singular.
