Estimates of transition densities and their derivatives for jump Lévy processes
arXiv:1307.1302 · doi:10.1016/j.jmaa.2015.05.061
Abstract
We give upper and lower estimates of densities of convolution semigroups of probability measures under explicit assumptions on the corresponding Levy measure and the Levy--Khinchin exponent. We obtain also estimates of derivatives of densities.
to appear in Journal of Mathematical Analysis and Applications
References in corpus (3)
Cited by in corpus (18)
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