Estimates of transition densities and their derivatives for jump Lévy processes

DOI10.1016/j.jmaa.2015.05.061zbMath1317.60056arXiv1307.1302OpenAlexW2138553550MaRDI QIDQ2352187

Paweł Sztonyk, Kamil Kaleta

Publication date: 30 June 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.1302

zbMATH Keywords

heat kernelstable processestransition densitiessemigroup of measuresjump Lévy processes

Mathematics Subject Classification ID

Related Items (36)

Estimates of heat kernels of non-symmetric Lévy processes ⋮ TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER ⋮ Transition density estimates for diagonal systems of SDEs driven by cylindrical $\alpha$-stable processes ⋮ Heat kernel estimates for symmetric jump processes with anisotropic jumping kernels ⋮ Gradient estimates of harmonic functions and transition densities for Lévy processes ⋮ Heat kernel estimates for subordinate Brownian motions ⋮ Heat kernels of non-symmetric jump processes: beyond the stable case ⋮ Estimates of Dirichlet heat kernels for subordinate Brownian motions ⋮ Small-time sharp bounds for kernels of convolution semigroups ⋮ Heat kernel estimates for subordinate Markov processes and their applications ⋮ Estimates on the tail probabilities of subordinators and applications to general time fractional equations ⋮ Intrinsic ultracontractivity for general Lévy processes on bounded open sets ⋮ Schauder estimates for equations associated with Lévy generators ⋮ Regularity of semigroups for exponentially tempered stable processes with drift ⋮ Estimates of densities for Lévy processes with lower intensity of large jumps ⋮ Spectral heat content for time-changed killed Brownian motions ⋮ Uniform pointwise asymptotics of solutions to quasi-geostrophic equation ⋮ Lévy processes: concentration function and heat kernel bounds ⋮ Cauchy problem for fractional advection-diffusion-asymmetry equations ⋮ Spatial asymptotics at infinity for heat kernels of integro-differential operators ⋮ Uniform dimension results for a family of Markov processes ⋮ Fall-off of eigenfunctions for non-local Schrödinger operators with decaying potentials ⋮ Heat kernels of non-symmetric jump processes with exponentially decaying jumping kernel ⋮ Heat kernels of non-symmetric Lévy-type operators ⋮ Heat kernel estimates for symmetric jump processes with mixed polynomial growths ⋮ Strong Feller property for SDEs driven by multiplicative cylindrical stable noise ⋮ Heat kernel of anisotropic nonlocal operators ⋮ The quenched asymptotics for nonlocal Schrödinger operators with Poissonian potentials ⋮ Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders ⋮ On the boundary theory of subordinate killed Lévy processes ⋮ On the favorite points of symmetric Lévy processes ⋮ Heat kernels of non-local Schrödinger operators with Kato potentials ⋮ Feller generators with measurable lower order terms ⋮ Tempered fractional LES modeling ⋮ Transition densities of spectrally positive Lévy processes ⋮ Construction and heat kernel estimates of generalstable-like Markov processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Harnack inequality and Hölder regularity estimates for a Lévy process with small jumps of high intensity
• Upper estimates of transition densities for stable-dominated semigroups
• Exact asymptotic for distribution densities of Lévy functionals
• Transition density estimates for jump Lévy processes
• Heat kernel upper estimates for symmetric jump processes with small jumps of high intensity
• Asymptotic behaviour of densities of stable semigroups of measures
• Estimates of tempered stable densities
• The growth of random walks and Levy processes
• Growth and Hölder conditions for the sample paths of Feller processes
• Asymptotic behaviour of densities of multi-dimensional stable distributions
• Density in small time at accessible points for jump processes
• Asymptotic estimates for densities of multi-dimensional stable distributions
• On the existence of smooth densities for jump processes
• Coupling property and gradient estimates of Lévy processes via the symbol
• A geometric interpretation of the transition density of a symmetric Lévy process
• Transition density estimates for a class of Lévy and Lévy-type processes
• Density and tails of unimodal convolution semigroups
• Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
• Heat kernel estimates for jump processes of mixed types on metric measure spaces
• On Harnack inequality and Hölder regularity for isotropic unimodal Lévy processes
• Intrinsic small time estimates for distribution densities of Lévy processes
• Global heat kernel estimates for symmetric jump processes
• Some Theorems on Stable Processes
• Asymptotic estimates of multi-dimensional stable densities and their applications
• Pointwise estimates for densities of stable semigroups of measures
• Lipschitz continuity of densities of stable semigroups of measures
• A note on the existence of transition probability densities of Lévy processes
• Regularity of harmonic functions for anisotropic fractional Laplacians

This page was built for publication: Estimates of transition densities and their derivatives for jump Lévy processes