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

DOI10.1515/FORM.2011.108zbMATH Open1269.60050arXiv1003.1419OpenAlexW2962880710MaRDI QIDQ4906550FDOQ4906550

Authors: V. Knopova, R. L. Schilling 

Publication date: 28 February 2013

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

Abstract: We prove several necessary and sufficient conditions for the existence of (smooth) transition probability densities for L'evy processes and isotropic L'evy processes. Under some mild conditions on the characteristic exponent we calculate the asymptotic behaviour of the transition density as $to0$ and $toinfty$ and show a ratio-limit theorem.

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

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zbMATH Keywords

absolute continuitytransition probability densityvolume doublingLévy process\(C^\infty\)-densitiesHartmann-Wintner conditionmonotone re-arrangement

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Processes with independent increments; Lévy processes (60G51) Limit theorems in probability theory (60F99) Transition functions, generators and resolvents (60J35)

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Cited In (66)

• Entrance laws at the origin of self-similar Markov processes in high dimensions
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• Bound states and heat kernels for fractional-type Schrödinger operators with singular potentials
• The fractional logarithmic Schrödinger operator: properties and functional spaces
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• On some operators associated with non-degenerate symmetric \(\alpha \)-stable probability measures
• For which functions are 𝑓(𝑋_{𝑡})-𝔼𝕗(𝕏_{𝕥}) and 𝕘(𝕏_{𝕥})/𝔼𝕘(𝕏_{𝕥}) martingales?
• Title not available (Why is that?)
• Yaglom limit for unimodal Lévy processes
• Interior Schauder estimates for elliptic equations associated with Lévy operators
• The logarithmic Schrödinger operator and associated Dirichlet problems
• A geometric interpretation of the transition density of a symmetric Lévy process
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• Smoothness of continuous state branching with immigration semigroups
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• A note on the generalized heat content for L\'evy processes
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• A probabilistic proof of Schoenberg's theorem
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• Some theorems on Feller processes: transience, local times and ultracontractivity
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• Continuity properties and the support of killed exponential functionals
• Maximum Principles and Aleksandrov--Bakelman--Pucci Type Estimates for NonLocal Schrödinger Equations with Exterior Conditions
• On a Theorem of Hartman and Wintner

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