Compound kernel estimates for the transition probability density of a Lévy process in $\rn$

V. Knopova

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arXiv · 1310.7081

Compound kernel estimates for the transition probability density of a Lévy process in $\rn$

V. Knopova

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Abstract

We construct in the small-time setting the upper and lower estimates for the transition probability density of a Lévy process in $\rn$. Our approach relies on the complex analysis technique and the asymptotic analysis of the inverse Fourier transform of the characteristic function of the respective process.

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V. Knopova. 2013-10-26. Compound kernel estimates for the transition probability density of a Lévy process in $\rn$. https://arxiv.org/abs/1310.7081

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