Smoothness of harmonic functions for processes with jumps

Smoothness of Harmonic Functions and Time Reversal of Markov Processes

A new probabilistic proof is given for the C 1 smoothness of solutions of PDEs Lh = `, when L is a second order diierential operator satisfying the HH ormander condition; this proof is based on a time reversal result. Then the technique is extended to non local operators L associated to Markov processes with jumps, and the smoothness of solutions of Lh = ` is again studied. R egularit e des fon...

Harnack Inequality for Some Classes of Markov Processes∗

In this paper we establish a Harnack inequality for nonnegative harmonic functions of some classes of Markov processes with jumps. AMS 2000 Mathematics Subject Classification: Primary 60J45, 60J75, Secondary 60J25.

Mathematische Zeitschrift Harnack inequality for some classes of Markov processes

In this paper we establish a Harnack inequality for nonnegative harmonic functions of some classes of Markov processes with jumps. Mathematics Subject Classification (2000): Primary 60J45, 60J75, Secondary 60J25.

MODELLING AND ANALYSIS OF A DISCRETE-TIME PRIORITY QUEUING COMPUTER NETWORK WITH PRIORITY JUMPS USING PROBABILITY GENERATING FUNCTIONS

Priority queues have a great importance in the study of computer communication networks in which different types of traffic require different quality of service standards. The discrete-time non-preemptive priority queuing model with priority jumps is proposed in this paper. On the basis of probability generating functions mean system contents and mean queuing delay characteristics are obtained....

Smoothness of the law of manifold-valued Markov processes with jumps