A note on the existence of transition probability densities of Lévy processes

DOI10.1515/form.2011.108zbMath1269.60050arXiv1003.1419MaRDI QIDQ4906550

Rene L. Schilling, Viktoria P. Knopova

Publication date: 28 February 2013

Published in: Forum Mathematicum (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.1419

zbMATH Keywords

Lévy process; absolute continuity; transition probability density; volume doubling; \(C^\infty\)-densities; Hartmann-Wintner condition; monotone re-arrangement

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60G51: Processes with independent increments; Lévy processes

60E10: Characteristic functions; other transforms

60J35: Transition functions, generators and resolvents

60F99: Limit theorems in probability theory

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