On differentiability preserving properties of semigroups associated with one-dimensional singular diffusions

DOI10.1214/AOP/1176993076MaRDI QIDQ1057002zbMATH OpenOpenAlexFDO

Authors Norio Okada

Publication date 1985

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993076

zbMATH Keywords

differentiability preserving properties

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35) Boundary theory for Markov processes (60J50) Diffusion processes (60J60)

Review text

The author considers a one-dimensional diffusion on a finite interval. He shows that if the coefficient in the second derivative of the generator is not differentiable at boundary points then the semigroup of transition operators may not preserve the three-times differentiability of the initial data. Still, for sufficiently many initial data the one and two- times differentiability preserving properties hold true.

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(5)

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• Analyticity Preserving Properties of Resolvents for Degenerate Diffusion Operators in One Dimension
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• On diffusion semigroups preserving the log-concavity

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