Compound kernel estimates for the transition probability density of a L\'evy process in $\rn$
Probability
2013-10-29 v1
Abstract
We construct in the small-time setting the upper and lower estimates for the transition probability density of a L\'evy process in . Our approach relies on the complex analysis technique and the asymptotic analysis of the inverse Fourier transform of the characteristic function of the respective process.
Keywords
Cite
@article{arxiv.1310.7081,
title = {Compound kernel estimates for the transition probability density of a L\'evy process in $\rn$},
author = {V. Knopova},
journal= {arXiv preprint arXiv:1310.7081},
year = {2013}
}