关于Lévy过程转移概率密度存在性的注记
概率论
2014-07-31 v3
摘要
我们证明了Lévy过程和各向同性Lévy过程存在（光滑）转移概率密度的若干充要条件。在特征指数的某些温和条件下，我们计算了转移密度在和时的渐近行为，并证明了一个比率极限定理。
引用
@article{arxiv.1003.1419,
title = {A note on the existence of transition probability densities for L\'evy processes},
author = {V. Knopova and R. L. Schilling},
journal= {arXiv preprint arXiv:1003.1419},
year = {2014}
}
备注
v1 contains an error in Example 5. This was pointed out to us by Ron Doney. The present version v2 is the actually published version (where this error has been corrected). The paper has been published in Forum Math 25 (2013) 125-149