ON FELLER PROCESSES WITH SAMPLE PATHS IN BESOV-SPACES

Authors
Citation
Rl. Schilling, ON FELLER PROCESSES WITH SAMPLE PATHS IN BESOV-SPACES, Mathematische Annalen, 309(4), 1997, pp. 663-675
Citations number
24
Journal title
ISSN journal
00255831
Volume
309
Issue
4
Year of publication
1997
Pages
663 - 675
Database
ISI
SICI code
0025-5831(1997)309:4<663:OFPWSP>2.0.ZU;2-9
Abstract
Under mild regularity assumptions on its domain the infinitesimal gene rator of a Feller process is known to be a pseudo-differential operato r. We give a simple condition on the symbol of the generator in order to characterize the smoothness of the sample paths of real-valued Fell er processes in terms of Besov spaces B-pq(s)(R). Our result extends p revious papers on the paths of Gaussian, symmetric a-stable [6], [20], and Levy processes [11].