39 citations · 62 across the 18 of their papers we have counts for
5 papers · 1 filter
Compound kernel estimates for the transition probability density of a Lévy process in $\rn$
V. Knopova
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…
On the small-time behaviour of Lévy-type processes
V. Knopova, R. Schilling
We show some Chung-type law of the iterated logarithm results at zero for a class of (pure-jump) Feller or Lévy-type processes. This class includes all Lévy processes. Th…
Intrinsic compound kernel estimates for the transition probability density of a Lévy type processes and their applications
Victoria P. Knopova, Alexei M. Kulik
In this paper we construct the fundamental solution to some integro-differential equation, as well as the intrinsic upper and lower estimates for this solution. As an application o…
Parametrix construction for certain Lévy-type processes
Victoria Knopova, Alexei Kulik
In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transiti…
On the speed of convergence in the local limit theorem for triangular arrays of random variables
V. Knopova
We establish the upper bound on the speed of convergence to the infinitely divisible limit density in the local limit theorem for triangular arrays of random variables $\{X_{k,n},\…