Precise asymptotic approximations for the kernels corresponding to the L\'evy processes
Probability
2016-06-06 v2
Abstract
Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric -stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose characteristic functions are radial and satisfy some regularity and size conditions.
Cite
@article{arxiv.1209.5692,
title = {Precise asymptotic approximations for the kernels corresponding to the L\'evy processes},
author = {Sihun Jo and Minsuk Yang},
journal= {arXiv preprint arXiv:1209.5692},
year = {2016}
}
Comments
20 pages