Estimates of densities for Lévy processes with lower intensity of large jumps

Pawel Sztonyk

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arXiv · 1505.04831

Estimates of densities for Lévy processes with lower intensity of large jumps

Pawel Sztonyk

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Abstract

We obtain general lower estimates of transition densities of jump Lévy processes. We use them for processes with Lévy measures having bounded support, processes with exponentially decaying Lévy measures for large times and for processes with high intensity of small jumps for small times.

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Pawel Sztonyk. 2016-01-05. Estimates of densities for Lévy processes with lower intensity of large jumps. https://arxiv.org/abs/1505.04831

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