Intrinsic compound kernel estimates for the transition probability density of a Lévy type processes and their applications

Victoria P. Knopova; Alexei M. Kulik

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arXiv · 1308.0310

Intrinsic compound kernel estimates for the transition probability density of a Lévy type processes and their applications

Victoria P. Knopova·Alexei M. Kulik

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Abstract

In this paper we construct the fundamental solution to some integro-differential equation, as well as the intrinsic upper and lower estimates for this solution. As an application of constructed estimates we state a criterion when a given Borel measure belongs to the respective Kato and Dynkin classes.

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Victoria P. Knopova, Alexei M. Kulik. 2016-02-13. Intrinsic compound kernel estimates for the transition probability density of a Lévy type processes and their applications. https://arxiv.org/abs/1308.0310

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