Compound kernel estimates for the transition probability density of a Lévy process in R^n

DOI10.1090/S0094-9000-2015-00935-2zbMATH Open1322.60057arXiv1310.7081OpenAlexW2962730547MaRDI QIDQ2944753FDOQ2944753

Authors: V. Knopova 

Publication date: 8 September 2015

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Abstract: We construct in the small-time setting the upper and lower estimates for the transition probability density of a L'evy process in $n$. Our approach relies on the complex analysis technique and the asymptotic analysis of the inverse Fourier transform of the characteristic function of the respective process.

Full work available at URL: https://arxiv.org/abs/1310.7081

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zbMATH Keywords

Laplace methodtransition probability densityLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

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Cited In (24)

• Transition density estimates for a class of Lévy and Lévy-type processes
• Heat kernel estimates for subordinate Brownian motions
• Estimates of heat kernels of non-symmetric Lévy processes
• Lévy processes: concentration function and heat kernel bounds
• Precise asymptotic approximations for kernels corresponding to Lévy processes
• Construction and heat kernel estimates of general stable-like Markov processes
• Heat kernels of non-symmetric Lévy-type operators
• Maximal inequalities and some applications
• Transition density estimates for diagonal systems of SDEs driven by cylindrical \(\alpha\)-stable processes
• Spatial asymptotics at infinity for heat kernels of integro-differential operators
• Transition densities of spectrally positive Lévy processes
• On directional convolution equivalent densities
• Heat kernel estimates for symmetric jump processes with mixed polynomial growths
• Small-time sharp bounds for kernels of convolution semigroups
• A note on the existence of transition probability densities of Lévy processes
• Accuracy of discrete approximation for integral functionals of Markov processes
• On the Feynman-Kac semigroup for some Markov processes
• Exponential densities and compound Poisson measures
• Title not available (Why is that?)
• Probability measures, Lévy measures and analyticity in time
• TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER
• Progressive intrinsic ultracontractivity and heat kernel estimates for non-local Schrödinger operators
• Bures distance and transition probability for \(\alpha\)-CPD-kernels
• Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications

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