Compound kernel estimates for the transition probability density of a Lévy process in $\rn$

Abstract

We construct in the small-time setting the upper and lower estimates for the transition probability density of a Lévy process in $\rn$. Our approach relies on the complex analysis technique and the asymptotic analysis of the inverse Fourier transform of the characteristic function of the respective process.

References in corpus (2)

• Estimates of transition densities and their derivatives for jump Lévy processes
• Upper estimates of transition densities for stable-dominated semigroups