Density in small time at accessible points for jump processes

We consider a process Yt which is the solution of a stochastic differential equation driven by a Lévy process with an initial condition Y0 = y0. We assume conditions under which Yt has a smooth density for any t > 0. We consider a point y that the process can reach with a finite number of jumps from y0, and prove that, as t tends to 0, the density at this point is of order t[Gamma] for some [Gamma] = [Gamma](y0, y). Some applications to the potential analysis of the process are given.