Intrinsic small time estimates for distribution densities of Lévy processes

DOI10.1515/rose-2013-0015zbMath1291.60095arXiv1208.1348OpenAlexW2963879028MaRDI QIDQ2873156

Alexei M. Kulik, Viktoria P. Knopova

Publication date: 23 January 2014

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.1348

zbMATH Keywords

Laplace methodLévy processtransition probability densitytransition density estimates

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Related Items (15)

Estimates of heat kernels of non-symmetric Lévy processes ⋮ TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER ⋮ On directional convolution equivalent densities ⋮ On the Feynman-Kac semigroup for some Markov processes ⋮ Accuracy of discrete approximation for integral functionals of Markov processes ⋮ Compound kernel estimates for the transition probability density of a Lévy process in $\mathbb R^n$ ⋮ Kato classes for Lévy processes ⋮ Maximal inequalities and some applications ⋮ Lévy processes: concentration function and heat kernel bounds ⋮ Spatial asymptotics at infinity for heat kernels of integro-differential operators ⋮ Heat kernels of non-symmetric Lévy-type operators ⋮ Approximation in law of locally \(\alpha \)-stable Lévy-type processes by non-linear regressions ⋮ Estimates of transition densities and their derivatives for jump Lévy processes ⋮ Transition densities of spectrally positive Lévy processes ⋮ Construction and heat kernel estimates of generalstable-like Markov processes

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