Transfer of regularity for Markov semigroups

Abstract: We study the regularity of a Markov semigroup

(P_{t})_{t > 0}

, that is, when

P_{t} (x, d y) = p_{t} (x, y) d y

for a suitable smooth function

p_{t} (x, y)

. This is done by transferring the regularity from an approximating Markov semigroup sequence

(P_{t}^{n})_{t > 0}

,

n i n m a t h b b N

, whose associated densities

p_{t}^{n} (x, y)

are smooth and can blow up as

n o i n f t y

. We use an interpolation type result and we show that if there exists a good equilibrium between the blow up and the speed of convergence, then

P_{t} (x, d y) = p_{t} (x, y) d y

and

p_{t}

has some regularity properties.

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