Transition density estimates for jump Lévy processes |
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Authors: | Pawe? Sztonyk |
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Affiliation: | Institute of Mathematics and Computer Science, Wroc?aw University of Technology, Wybrze?e Wyspiańskiego 27, 50-370 Wroc?aw, Poland |
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Abstract: | ![]() 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. |
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Keywords: | primary, 60G51, 60E07 secondary, 60J35, 47D03, 60J45 |
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