On some smoothening effects of the transition semigroup of a Lévy process

Zhao Dong, Szymon Peszat, Lihu Xu

Let $(P_t)$ be the transition semigroup of a Lévy process $L$ taking values in a Hilbert space $H$. Let $\nu$ be the Lévy measure of $L$. It is shown that for any bounded and measura…