Transition density estimates for a class of L\'evy and L\'evy-type processes

V. Knopova; R. Schilling

Transition density estimates for a class of L\'evy and L\'evy-type processes

Probability 2010-06-23 v2

Authors: V. Knopova , R. Schilling

Abstract

We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal estimates we assume that the characteristic function of a Levy (type) process is analytic, which allows to apply the complex analysis technique.

Keywords

transition density Lévy process Lévy-type process Nash inequality Dirichlet form analytic characteristic function

Cite

@article{arxiv.0912.1482,
  title  = {Transition density estimates for a class of L\'evy and L\'evy-type processes},
  author = {V. Knopova and R. Schilling},
  journal= {arXiv preprint arXiv:0912.1482},
  year   = {2010}
}

Comments

27 pages

Related papers

View all related →