Transition density estimates for jump Lévy processes

Pawel Sztonyk

Stochastic Processes and their Applications, 2011, vol. 121, issue 6, 1245-1265

Abstract: Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding Lévy measure and the Lévy-Khinchin exponent.

Keywords: Stable; process; Layered; stable; process; Tempered; stable; process; Semigroup; of; measures; Transition; density; Heat; kernel (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (3)

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