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
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
Journal title :
Stochastic Processes and their Applications