Expansion of transition distributions of Lévy processes in small time
type: Item
instance of: scholarly article
title: Expansion of transition distributions of Lévy processes in small time
zbMATH Open document ID: 1007.60040
author: Jeannette Woerner
author: Ludger Rüschendorf
published in: Bernoulli
publication date: 2003-03-20T00:00:00Z
review text: Let \(X\) be a real Lévy process. This paper gives a series expansion as \(t\) tends to 0 of its transition distribution function (in full generality on \(X\)) and of its transition density (when both density and jumping measure of \(X\) are smooth). It also proves the vague convergence of the normalized semigroup against the Lévy measure when \(t\) tends to 0, for a class of functions increasing moderately at infinity.
reviewed by: Thomas Simon
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 1786694
zbMATH Keywords: Lévy processes
zbMATH Keywords: series expansion
zbMATH Keywords: transition densities
zbMATH Keywords: distribution functions
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1786694