Absolute continuity of distributions of one-dimensional Lévy processes

DOI10.1017/jpr.2017.38zbMath1404.60063OpenAlexW2754603282MaRDI QIDQ4684894

Tong Keun Chang

Publication date: 26 September 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/jpr.2017.38

zbMATH Keywords

subordinatorLévy processLebesgue density

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuity and singularity of induced measures (60G30)

Related Items (1)

Continuity properties and the support of killed exponential functionals

Cites Work

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• Lipschitz continuity of densities of stable semigroups of measures
• A note on the existence of transition probability densities of Lévy processes
• On a Necessary and Sufficient Condition That an Infinitely Divisible Distribution be Absolutely Continuous
• On the Infinitesimal Generators of Integral Convolutions

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