Picard, Jean; Savona, Catherine - In: Stochastic Processes and their Applications 87 (2000) 1, pp. 69-91
We consider a non-local operator L associated to a Markov process with jumps, we stop this process when it quits a domain D, and we study the Cj smoothness on D of the functions which are harmonic for the stopped process. A previous work was devoted to the existence of a C[infinity] transition...