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
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