Transition Density Estimates for a Class of Lévy and Lévy-Type Processes

Research output: Contribution to journalResearch articleContributedpeer-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 languageEnglish
Pages (from-to)144-170
Number of pages27
JournalJournal of Theoretical Probability
Volume25
Issue number1
Publication statusPublished - Mar 2012
Peer-reviewedYes

Keywords

Keywords

  • Bernstein function, Carré du champ operator, Dirichlet form, Feller process, Large deviations, Lévy process