Transition densities of one-dimensional Levy processes
Probability
2015-02-11 v1
Abstract
In this paper, we study the existence of the transition densities of one-dimensional L\'evy processes. Compared with past results, our results contain the L\'evy processes whose L\'evy symbols have logarithm behavior at infinity. Our results contain the L\'evy symbol induced by the following Laplace exponent ( times), , . We also show that is a L\'evy symbol with transition density.
Keywords
Cite
@article{arxiv.1502.02750,
title = {Transition densities of one-dimensional Levy processes},
author = {Tongkeun Chang},
journal= {arXiv preprint arXiv:1502.02750},
year = {2015}
}