Transition Density Estimates for a Class of Lévy and Lévy-Type Processes
Research output: Contribution to journal › Research article › Contributed › peer-review
Contributors
Abstract
We show on-and off-diagonal upper estimates for the transition densities of symmetric Lévy and Lévy-type processes. To get the on-diagonal estimates, we prove a Nash-type inequality for the related Dirichlet form. For the off-diagonal estimates, we assume that the characteristic function of a Lévy(-type) process is analytic, which allows us to apply the complex analysis technique.
Details
Original language | English |
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Pages (from-to) | 144-170 |
Number of pages | 27 |
Journal | Journal of Theoretical Probability |
Volume | 25 |
Issue number | 1 |
Publication status | Published - Mar 2012 |
Peer-reviewed | Yes |
Keywords
ASJC Scopus subject areas
Keywords
- Bernstein function, Carré du champ operator, Dirichlet form, Feller process, Large deviations, Lévy process