Estimates of transition densities and their derivatives for jump L\'evy processes
Probability
2015-06-03 v3 Functional Analysis
Abstract
We give upper and lower estimates of densities of convolution semigroups of probability measures under explicit assumptions on the corresponding Levy measure and the Levy--Khinchin exponent. We obtain also estimates of derivatives of densities.
Keywords
Cite
@article{arxiv.1307.1302,
title = {Estimates of transition densities and their derivatives for jump L\'evy processes},
author = {Kamil Kaleta and Paweł Sztonyk},
journal= {arXiv preprint arXiv:1307.1302},
year = {2015}
}
Comments
to appear in Journal of Mathematical Analysis and Applications