Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151804 | Statistics & Probability Letters | 2014 | 8 Pages |
Abstract
Explicit smooth properties for the semigroup of Lévy processes are derived in terms of its symbol. As an application, we obtain new sufficient conditions for the strong Feller property of stochastic differential equations driven by the additive Lévy process.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jian Wang,