A note on the existence of transition probability densities of Lévy processes
Publication:4906550
DOI10.1515/form.2011.108zbMath1269.60050arXiv1003.1419OpenAlexW2962880710MaRDI QIDQ4906550
Rene L. Schilling, Viktoria P. Knopova
Publication date: 28 February 2013
Published in: Forum Mathematicum (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.1419
Lévy processabsolute continuitytransition probability densityvolume doubling\(C^\infty\)-densitiesHartmann-Wintner conditionmonotone re-arrangement
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Transition functions, generators and resolvents (60J35) Limit theorems in probability theory (60F99)
Related Items (63)
Cites Work
- Splitting at backward times in regenerative sets
- Tempering stable processes
- Estimates of tempered stable densities
- Function spaces related to continuous negative definite functions: ψ-Bessel potential spaces
- Potential Theory of Lévy Processes
- Feller semigroups, Lp -sub-Markovian semigroups, and applications to pseudo-differential operators with negative definite symbols
- Regularity of harmonic functions for anisotropic fractional Laplacians
- On Continuity Properties of Infinitely Divisible Distribution Functions
- On the Infinitesimal Generators of Integral Convolutions
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