Compound kernel estimates for the transition probability density of a Lévy process in ℝⁿ

Knopova, Victoria

doi:10.1090/S0094-9000-2015-00935-2

Compound kernel estimates for the transition probability density of a Lévy process in $\mathbb R^n$

Author: Victoria Knopova
Journal: Theor. Probability and Math. Statist. 89 (2014), 57-70
MSC (2010): Primary 60G51; Secondary 60J75, 41A60
DOI: https://doi.org/10.1090/S0094-9000-2015-00935-2
Published electronically: January 26, 2015
MathSciNet review: 3235175
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Abstract | References | Similar Articles | Additional Information

Abstract: We construct in the small-time setting the upper and lower estimates for the transition probability density of a Lévy process in $\mathbb {R}^n$. Our approach relies on the complex analysis technique and the asymptotic analysis of the inverse Fourier transform of the characteristic function of the process.

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