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20052026
most citedEstimates of transition densities and their derivatives for jump Lévy processes

68 citations · 159 across the 15 of their papers we have counts for

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2 papers · 1 filter

math.PR2010★ 55 cited

Coupling property and gradient estimates of Lévy processes via the symbol

René L. Schilling, Paweł Sztonyk, Jian Wang

We derive explicitly the coupling property for the transition semigroup of a Lévy process and gradient estimates for the associated semigroup of transition operators. This is based…

math.PR2010

Transition density estimates for jump Lévy processes

Pawel Sztonyk

Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding Lévy measure and the Lévy--Khinchin exponen…