Small-time sharp bounds for kernels of convolution semigroups

DOI10.1007/S11854-017-0023-6MaRDI QIDQ2408412zbMATH OpenOpenAlexFDO

Authors Kamil Kaleta, Paweł Sztonyk

Publication date 12 October 2017

Published in Journal d'Analyse Mathématique (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.0912

zbMATH Keywords

pure jump processtransition density boundsLévy processLévy measureconvolution of Lévy measures

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) One-parameter semigroups and linear evolution equations (47D06)

Abstract: We study small time bounds for transition densities of convolution semigroups corresponding to pure jump L'evy processes in $mathbb{R}^d$, $dgeq1$, including those with jumping kernels exponentially and subexponentially localized at infinity. For a large class of L'evy measures, non-necessarily symmetric nor absolutely continuous with respect to the Lebesgue measure, we find the optimal, both in time and space, upper bound for the corresponding transition kernels at infinity. In case of L'evy measures that are symmetric and absolutely continuous, with densities $g$ such that $g(x)asympf(|x|)$ for nonincreasing profile functions $f$, we also prove the full characterization of the sharp two-sided transition densities bounds of the form ${\displaystyle }$ p_t(x) asymp h(t)^{-d} cdot mathbf{1}_{left{|x|leq heta h(t) ight}} + t , g(x) cdot mathbf{1}_{left{|x| geq heta h(t) ight}}, quad t in (0,t_0), t_0>0, x in mathbb{R}^{d}. ${\displaystyle }$ This is done for small and large $x$ separately. Mainly, our argument is based on new precise upper bounds for convolutions of L'evy measures. Our investigations lead to an interesting and surprising dichotomy of the decay properties at infinity for transition kernels of pure jump L'evy processes. All results are obtained solely by analytic methods, without use of probabilistic arguments.

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Cited in

(25)

• Bounds for the Tails of Sharp-Cutoff Filter Kernels
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