Precise asymptotic approximations for kernels corresponding to Lévy processes

DOI10.1007/S11118-013-9346-9MaRDI QIDQ2248971zbMATH OpenOpenAlexFDO

Authors Sihun Jo, Minsuk Yang

Publication date 27 June 2014

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1209.5692

zbMATH Keywords

asymptotic expansionfractional LaplacianMellin transformsymmetric \(\alpha\)-stable processtransition probability density

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Processes with independent increments; Lévy processes (60G51)

Abstract: Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $alpha$-stable processes and their fractional derivatives. We apply our method to general L'evy processes whose characteristic functions are radial and satisfy some regularity and size conditions.

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Cited in

(1)

• Kernel approximations of a Wiener process

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