Compound kernel estimates for the transition probability density of a Lévy process in R^n
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Publication:2944753
Abstract: We construct in the small-time setting the upper and lower estimates for the transition probability density of a L'evy process in . 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.
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- Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications
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Cited in
(24)- Probability measures, Lévy measures and analyticity in time
- Transition densities of spectrally positive Lévy processes
- Estimates of heat kernels of non-symmetric Lévy processes
- On directional convolution equivalent densities
- Progressive intrinsic ultracontractivity and heat kernel estimates for non-local Schrödinger operators
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- Transition density estimates for a class of Lévy and Lévy-type processes
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- Construction and heat kernel estimates of general stable-like Markov processes
- Intrinsic compound kernel estimates for the transition probability density of Lévy-type processes and their applications
- Heat kernel estimates for subordinate Brownian motions
- TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER
- Exponential densities and compound Poisson measures
- Maximal inequalities and some applications
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