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Estimates of Tempered Stable Densities

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Abstract

Estimates of densities of convolution semigroups of probability measures are given under specific assumptions on the corresponding Lévy measure and the Lévy–Khinchin exponent. The assumptions are satisfied, e.g., by tempered stable semigroups of J. Rosiński.

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Authors and Affiliations

  1. Institute of Mathematics and Computer Science, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370, Wrocław, Poland

    Paweł Sztonyk

  2. Institute for Mathematical Stochastics, TU Dresden, Dresden, Germany

    Paweł Sztonyk

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  1. Paweł Sztonyk
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Correspondence to Paweł Sztonyk.

Additional information

The research was supported by The State Committee for Scientific Research (Poland, KBN 1 P03A 026 29) and The Alexander von Humboldt Foundation (Germany, 3-PL/1122470).

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Sztonyk, P. Estimates of Tempered Stable Densities. J Theor Probab 23, 127–147 (2010). https://doi.org/10.1007/s10959-009-0208-8

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  • DOI: https://doi.org/10.1007/s10959-009-0208-8

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