跳跃 Lévy 过程的转移密度及其导数的估计
概率论
2015-06-03 v3 泛函分析
摘要
在关于相应 Lévy 测度和 Lévy-Khinchin 指数的显式假设下，我们给出了概率测度卷积半群密度的上下界估计。我们还获得了密度导数的估计。
引用
@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}
}
备注
to appear in Journal of Mathematical Analysis and Applications