Transition densities of spectrally positive Lévy processes (Q2113615)

The author considers one-dimensional Lévy processes of unbounded variation with only positive jumps. Just under the assumption that the second derivative of the Laplace exponent satisfies a weak lower scaling property at infinity, he proves that the Lévy process has a density at every time \(t\) and computes its asymptotic behavior. In the special case of Lévy processes without Gaussian component and under some additional assumptions on the Laplace exponent, the author obtains sharp upper and lower estimates on the density.