Density estimate in small time for jump processes with singular Lévy measures

DOI10.2748/tmj/1178207478zbMath1011.60064OpenAlexW2126263480MaRDI QIDQ5949602

Yasushi Ishikawa

Publication date: 2 March 2003

Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2748/tmj/1178207478

zbMATH Keywords

Lévy processessmall time estimatestransition densities

Mathematics Subject Classification ID

Related Items (14)

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 ⋮ Smooth density and its short time estimate for jump process determined by SDE ⋮ Small-time sharp bounds for kernels of convolution semigroups ⋮ Compound kernel estimates for the transition probability density of a Lévy process in $\mathbb R^n$ ⋮ Subexponential upper and lower bounds in Wasserstein distance for Markov processes ⋮ Small-time expansions for local jump-diffusion models with infinite jump activity ⋮ Ergodicity of Lévy-Type Processes ⋮ On recurrence and transience of two-dimensional Lévy and Lévy-type processes ⋮ Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure ⋮ On sub-geometric ergodicity of diffusion processes ⋮ Criteria for ergodicity of Lévy type operators in dimension one ⋮ Asymptotic estimates of multi-dimensional stable densities and their applications

Cites Work

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• Calcul des variations stochastique et processus de sauts
• Lévy measure with generalized polar decomposition and the associated sde with jumps
• Density in small time for Lévy processes
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