• Title of article

    Smoothness of harmonic functions for processes with jumps

  • Author/Authors

    Picard، نويسنده , , Jean and Savona، نويسنده , , Catherine، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    23
  • From page
    69
  • To page
    91
  • Abstract
    We consider a non-local operator L associated to a Markov process with jumps, we stop this process when it quits a domain D, and we study the Cj smoothness on D of the functions which are harmonic for the stopped process. A previous work was devoted to the existence of a C∞ transition density; here, the smoothness of harmonic functions is deduced by applying a duality method and by estimating the density in small time.
  • Keywords
    Malliavin Calculus , harmonic functions , Diffusions with jumps , Excessive measures
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2000
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576624