Transition Density Estimates for a Class of Lévy and Lévy-Type Processes

Viktorya Knopova () and René L. Schilling ()
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Viktorya Knopova: NAS of Ukraine
René L. Schilling: Technische Universität Dresden

Journal of Theoretical Probability, 2012, vol. 25, issue 1, 144-170

Abstract: Abstract We show on- and off-diagonal upper estimates for the transition densities of symmetric Lévy and Lévy-type processes. To get the on-diagonal estimates, we prove a Nash-type inequality for the related Dirichlet form. For the off-diagonal estimates, we assume that the characteristic function of a Lévy(-type) process is analytic, which allows us to apply the complex analysis technique.

Keywords: Bernstein function; Carré du champ operator; Dirichlet form; Feller process; Lévy process; Large deviations; 60J35; 31C25 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10959-010-0300-0

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