Spatial regularity of semigroups generated by Lévy type operators

Abstract: We apply the probabilistic coupling approach to establish the spatial regularity of semigroups associated with L\'{e}vy type operators, by assuming that the martingale problem of L\'{e}vy type operators is well posed. In particular, we can prove the Lipschitz continuity of the semigroups under H\"{o}lder continuity of coefficients, even when the L\'evy kernel corresponding to L\'{e}vy type operators is singular.