Compound kernel estimates for the transition probability density of a Lévy process in $\mathbb R^n$

DOI10.1090/S0094-9000-2015-00935-2zbMath1322.60057arXiv1310.7081OpenAlexW2962730547MaRDI QIDQ2944753

Viktoria P. Knopova

Publication date: 8 September 2015

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.7081

zbMATH Keywords

Lévy processesLaplace methodtransition probability density

Mathematics Subject Classification ID

Related Items (17)

Estimates of heat kernels of non-symmetric Lévy processes ⋮ TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER ⋮ Transition density estimates for diagonal systems of SDEs driven by cylindrical $\alpha$-stable processes ⋮ Heat kernel estimates for subordinate Brownian motions ⋮ On directional convolution equivalent densities ⋮ On the Feynman-Kac semigroup for some Markov processes ⋮ Accuracy of discrete approximation for integral functionals of Markov processes ⋮ Small-time sharp bounds for kernels of convolution semigroups ⋮ Progressive intrinsic ultracontractivity and heat kernel estimates for non-local Schrödinger operators ⋮ Exponential densities and compound Poisson measures ⋮ Maximal inequalities and some applications ⋮ Lévy processes: concentration function and heat kernel bounds ⋮ Spatial asymptotics at infinity for heat kernels of integro-differential operators ⋮ Heat kernels of non-symmetric Lévy-type operators ⋮ Heat kernel estimates for symmetric jump processes with mixed polynomial growths ⋮ Transition densities of spectrally positive Lévy processes ⋮ Construction and heat kernel estimates of generalstable-like Markov processes

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