arXiv subjects

Pawel Sztonyk

Publications and source records attributed to Pawel Sztonyk.

2 recordsLinked to original sources

arXiv2016

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

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.

math.PR↗

arXiv2010

Transition density estimates for jump Lévy processes

Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding Lévy measure and the Lévy--Khinchin exponent.

math.PR↗