Transition density estimates for jump L\'evy processes
Probability
2010-06-30 v1
Abstract
Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent.
Cite
@article{arxiv.1006.5602,
title = {Transition density estimates for jump L\'evy processes},
author = {Pawel Sztonyk},
journal= {arXiv preprint arXiv:1006.5602},
year = {2010}
}