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arxiv: 1804.03781 · v1 · pith:HWTMPBQVnew · submitted 2018-04-11 · 🧮 math.PR

Spatial regularity of semigroups generated by L\'{e}vy type operators

classification 🧮 math.PR
keywords operatorstypesemigroupscontinuityregularityspatialapplyapproach
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We apply the probabilistic coupling approach to establish the spatial regularity of semigroups associated with L\'{e}vy type operators, by assuming that the martingale problem of L\'{e}vy type operators is well posed. In particular, we can prove the Lipschitz continuity of the semigroups under H\"{o}lder continuity of coefficients, even when the L\'evy kernel corresponding to L\'{e}vy type operators is singular.

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