Estimates of heat kernels of non-symmetric Lévy processes (Q2121274)

The authors investigate densities of vaguely continuous convolution semigroups of probability measures on \({\mathbb R}^d\). First, they provide the results that give the upper estimates in a situation in which the corresponding jump measure is allowed to be highly non-symmetric. Then, they provide upper estimates of the density and its derivatives, when the jump measure compares with an isotropic unimodal measure and the characteristic exponent satisfies a certain scaling condition. The authors also discuss the lower estimates, in view of a recent development in that direction, which complement the constructed upper estimates. Finally, the authors apply all those results to establish precise estimates of densities of non-symmetric Lévy processes.