Precise asymptotic approximations for the kernels corresponding to the Lévy processes
arXiv:1209.5692 · doi:10.1007/s11118-013-9346-9
Abstract
Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric -stable processes and their fractional derivatives. We apply our method to general Lévy processes whose characteristic functions are radial and satisfy some regularity and size conditions.
20 pages