Open Access
February, 1985 On Differentiability Preserving Properties of Semigroups Associated with One-Dimensional Singular Diffusions
Norio Okada
Ann. Probab. 13(1): 206-225 (February, 1985). DOI: 10.1214/aop/1176993076
Abstract

In this paper we investigate the differentiability preserving properties of the semigroup $\{T_t: t \geq 0\}$ whose infinitesimal generator is a closed extension of the one-dimensional diffusion operator $L = a(x)d^2/dx^2 + b(x)d/dx$ acting on $C^2(I)$, where $I$ is a closed and bounded interval. Especially we treat the case in which the smoothness of the diffusion coefficient fails at the boundary. We get that $\{T_t: t \geq 0\}$ preserves the one and two-times differentiabilities but does not the three-times one of sufficiently many initial data.

Copyright © 1985 Institute of Mathematical Statistics
Norio Okada "On Differentiability Preserving Properties of Semigroups Associated with One-Dimensional Singular Diffusions," The Annals of Probability 13(1), 206-225, (February, 1985). https://doi.org/10.1214/aop/1176993076
Published: February, 1985
Vol.13 • No. 1 • February, 1985
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