Estimates of tempered stable densities

DOI10.1007/s10959-009-0208-8zbMath1393.60050arXiv0804.0113OpenAlexW2014967066MaRDI QIDQ966504

Paweł Sztonyk

Publication date: 23 April 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.0113

zbMATH Keywords

Lévy measureconvolution semigroupsLévy-Khinchin exponent

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45) Transition functions, generators and resolvents (60J35)

Related Items (26)

Estimates of heat kernels of non-symmetric Lévy processes ⋮ \(L^p\) estimates for degenerate non-local Kolmogorov operators ⋮ Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise ⋮ Accuracy of discrete approximation for integral functionals of Markov processes ⋮ Upper estimates of transition densities for stable-dominated semigroups ⋮ A note on Malliavin fractional smoothness for Lévy processes and approximation ⋮ Small-time sharp bounds for kernels of convolution semigroups ⋮ On multidimensional stable-driven stochastic differential equations with Besov drift ⋮ Nonlocal nonlinear diffusion equations. Smoothing effects, Green functions, and functional inequalities ⋮ Estimates of densities for Lévy processes with lower intensity of large jumps ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ Transition density estimates for a class of Lévy and Lévy-type processes ⋮ Lévy processes: concentration function and heat kernel bounds ⋮ Exponential stock models driven by tempered stable processes ⋮ Sharp heat kernel estimates for relativistic stable processes in open sets ⋮ Well-posedness of some non-linear stable driven SDEs ⋮ Zero-energy bound state decay for non-local Schrödinger operators ⋮ A note on the existence of transition probability densities of Lévy processes ⋮ Tempered stable distributions and processes ⋮ Transition density estimates for jump Lévy processes ⋮ Stochastic SIR Lévy jump model with heavy-tailed increments ⋮ Approximation of stable-dominated semigroups ⋮ Schauder estimates for drifted fractional operators in the supercritical case ⋮ Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients ⋮ Estimates of transition densities and their derivatives for jump Lévy processes ⋮ Construction and heat kernel estimates of generalstable-like Markov processes

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