A note on the existence of transition probability densities of Lévy processes

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

zbMATH Keywords

Lévy process absolute continuity transition probability density volume doubling \(C^\infty\)-densities Hartmann-Wintner condition monotone re-arrangement

Mathematics Subject Classification ID

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)

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