Malliavin calculus for stable processes on homogeneous groups
Volume 100 / 1991
Studia Mathematica 100 (1991), 183-205
DOI: 10.4064/sm-100-3-183-205
Abstract
Let ${μ_t}_{t>0}$ be a symmetric semigroup of stable measures on a homogeneous group, with smooth Lévy measure. Applying Malliavin calculus for jump processes we prove that the measures $μ_t$ have smooth densities.
