On the domain of fractional Laplacians and related generators of Feller processes (Q1729707): Difference between revisions

The paper studies the domain of the generator of Lévy- and Lévy-type (Feller) processes, and investigates the small time asymptotics of the generalized moments of a Lévy- and Lévy-type processes \((X_t)_{t\geq 0}\), \[ \lim_{t\to 0}\frac{1}{t}(\mathbb{E}^xf(X_t)-f(x)),\ x\in \mathbb{R}^d, \] for functions \(f\) which are not necessarily bounded or differentiable. There are two main results. The first one says that the pointwise limit exists for fixed \(x\in \mathbb{R}^d\) if \(f\) satisfies a Hölder condition at \(x\) (see Theorem 3.1). The second one gives sufficient conditions which ensure that the limit exists uniformly in the space of continuous functions vanishing at infinity (see Theorems 3.2 and 3.5). A lot of examples including Lévy process, stable-like process, Lévy-driven SDE, are given.