Asymptotic behavior of the transition density for jump type processes in small time
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Publication:1345464
DOI10.2748/tmj/1178225674zbMath0818.60074OpenAlexW1992963225MaRDI QIDQ1345464
Publication date: 7 August 1995
Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2748/tmj/1178225674
Stochastic calculus of variations and the Malliavin calculus (60H07) Transition functions, generators and resolvents (60J35)
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Strict positivity of the density for simple jump processes using the tools of support theorems. Application to the Kac equation without cutoff ⋮ Estimates of heat kernels of non-symmetric Lévy processes ⋮ Smoothness of harmonic functions for processes with jumps. ⋮ On a Lévy process pinned at random time ⋮ TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER ⋮ Non-asymptotic control of the cumulative distribution function of Lévy processes ⋮ Asymptotical properties of distributions of isotropic Lévy processes ⋮ Small-time sharp bounds for kernels of convolution semigroups ⋮ Density in small time at accessible points for jump processes ⋮ Compound kernel estimates for the transition probability density of a Lévy process in $\mathbb R^n$ ⋮ Small-time expansions for local jump-diffusion models with infinite jump activity ⋮ Asymptotic behavior of densities of unimodal convolution semigroups ⋮ Spatial asymptotics at infinity for heat kernels of integro-differential operators ⋮ Density in small time for Lévy processes ⋮ Density estimate in small time for jump processes with singular Lévy measures ⋮ Probability measures, Lévy measures and analyticity in time
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