Transition Density Estimates for a Class of Lévy and Lévy-Type Processes View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2012-03

AUTHORS

Viktorya Knopova, René L. Schilling

ABSTRACT

We show on- and off-diagonal upper estimates for the transition densities of symmetric Lévy and Lévy-type processes. To get the on-diagonal estimates, we prove a Nash-type inequality for the related Dirichlet form. For the off-diagonal estimates, we assume that the characteristic function of a Lévy(-type) process is analytic, which allows us to apply the complex analysis technique. More... »

PAGES

144-170

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10959-010-0300-0

DOI

http://dx.doi.org/10.1007/s10959-010-0300-0

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https://app.dimensions.ai/details/publication/pub.1002113502


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