Transition densities of one-dimensional Levy processes

MaRDI QIDQ6258941zbMATH OpenFDO

Authors Tongkeun Chang

Publication date 8 February 2015

Abstract: In this paper, we study the existence of the transition densities of one-dimensional L'evy processes. Compared with past results, our results contain the L'evy processes whose L'evy symbols have logarithm behavior at infinity. Our results contain the L'evy symbol induced by the following Laplace exponent $psi(xi):=(ln(1+ln(1+ln(cdotsln(1+|xi|)))){)}^{e}psilon$ ($n$ times), $0<epsilon<1$, $2len$. We also show that $psi(xi)$ is a L'evy symbol with transition density.

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