Transition density estimates for a class of Lévy and Lévy-type processes
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Publication:2428535
Abstract: We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal estimates we assume that the characteristic function of a Levy (type) process is analytic, which allows to apply the complex analysis technique.
The authors prove on- and off-diagonal upper estimates for the transition densities of symmetric Lévy and Lévy-type processes. To get the on-diagonal estimates, they prove a Nash-type inequality for the related Dirichlet form. For the off-diagonal estimates, they suppose that the characteristic function of the Lévy (-type) process is analytic, which allows the use of complex analysis techniques.
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