Smoothness of harmonic functions for processes with jumps.

DOI10.1016/S0304-4149(99)00105-2zbMath1045.60086OpenAlexW2055516677MaRDI QIDQ1877390

Catherine Savona, Jean Picard

Publication date: 7 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00105-2

zbMATH Keywords

Malliavin calculusharmonic functionsexcessive measuresdiffusions with jumps

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Support theorem for jump processes., Smoothness of the law of manifold-valued Markov processes with jumps, A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-noise, On hypoellipticity of generators of Lévy processes, On the Estimations of Smooth Densities for Integro-differential Operators

Cites Work

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• Séminaire de probabilités XXI. (Université de Strasbourg, Institut de Mathématiques)
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• On the Dirichlet problem for pseudodifferential operators generating Feller semigroups
• On the existence of smooth densities for jump processes
• Calcul des variations stochastique et processus de sauts
• On degenerate elliptic-parabolic operators of second order and their associated diffusions
• Density in small time for Lévy processes
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