Asymptotic behavior of densities of unimodal convolution semigroups

DOI10.1090/TRAN/6830zbMATH Open1370.60060arXiv1504.08358OpenAlexW3105923645MaRDI QIDQ5347274FDOQ5347274

Tomasz Grzywny, Wojciech Cygan, Bartosz Trojan

Publication date: 23 May 2017

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Abstract: We prove the asymptotic formulas for the transition densities of isotropic unimodal convolution semigroups of probability measures on $mathbb{R}^d$ under the assumption that its L'{e}vy--Khintchine exponent is regularly varying of index between $0$ and $2$.

Full work available at URL: https://arxiv.org/abs/1504.08358

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zbMATH Keywords

densitiesasymptotic formulaGreen functionheat kernelsubordinate Brownian motionLévy-Khintchine exponentisotropic unimodal Lévy processunimodal convolution semigroups

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Limit theorems in probability theory (60F99) Laplace transform (44A10) Integral transforms in distribution spaces (46F12) One-parameter semigroups and linear evolution equations (47D06)

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Cited In (14)

• Estimates of heat kernels of non-symmetric Lévy processes
• Lévy processes: concentration function and heat kernel bounds
• Asymptotic behaviour of densities of stable semigroups of measures
• Yaglom limit for stable processes in cones
• Asymptotical properties of distributions of isotropic Lévy processes
• Spatial asymptotics at infinity for heat kernels of integro-differential operators
• Fluctuation theory for Lévy processes with completely monotone jumps
• On directional convolution equivalent densities
• A simple flattening lower bound for solutions to some linear integro-differential equations
• Asymptotic formulas for symmetric stable semigroups
• Yaglom limit for unimodal Lévy processes
• Optimal Hardy inequality for the fractional Laplacian on \(L^p\)
• Density behaviour related to Lévy processes
• TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER

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