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arXiv · 1209.5692

Precise asymptotic approximations for the kernels corresponding to the Lévy processes

Sihun Jo·Minsuk Yang
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Abstract

Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $α$-stable processes and their fractional derivatives. We apply our method to general Lévy processes whose characteristic functions are radial and satisfy some regularity and size conditions.

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Sihun Jo, Minsuk Yang. 2016-06-03. Precise asymptotic approximations for the kernels corresponding to the Lévy processes. https://doi.org/10.1007/s11118-013-9346-9

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