Transition density estimates for jump Levy processes

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:121

Article

Sztonyk, Pawel

关键词: Stable process;    Layered stable process;    Tempered stable process;    Semigroup of measures;    Transition density;    Heat kernel;   

DOI  :  10.1016/j.spa.2011.03.002

来源: Elsevier

【 摘 要 】

Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding Levy measure and the Levy-Khinchin exponent. (C) 2011 Elsevier B.V. All rights reserved.

【 授权许可】

Free