Estimates of Tempered Stable Densities

Paweł Sztonyk ()
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Paweł Sztonyk: Wrocław University of Technology

Journal of Theoretical Probability, 2010, vol. 23, issue 1, 127-147

Abstract: Abstract Estimates of densities of convolution semigroups of probability measures are given under specific assumptions on the corresponding Lévy measure and the Lévy–Khinchin exponent. The assumptions are satisfied, e.g., by tempered stable semigroups of J. Rosiński.

Keywords: Stable process; Tempered stable process; Semigroup of measures; Transition density; 60G51; 60E07; 60J35; 47D03; 60J45 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10959-009-0208-8

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