A note on the existence of transition probability densities for Lévy processes
arXiv:1003.1419
Abstract
We prove several necessary and sufficient conditions for the existence of (smooth) transition probability densities for Lévy processes and isotropic Lévy processes. Under some mild conditions on the characteristic exponent we calculate the asymptotic behaviour of the transition density as and and show a ratio-limit theorem.
v1 contains an error in Example 5. This was pointed out to us by Ron Doney. The present version v2 is the actually published version (where this error has been corrected). The paper has been published in Forum Math 25 (2013) 125-149
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