Transition Density Estimates for a Class of Lévy and?Lévy-Type Processes |
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Authors: | Viktorya Knopova René L Schilling |
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Institution: | (1) Department of Mathematics, University of Washington, Seattle, WA 98195, USA;(2) Research Institute for Mathematical Sciences, Kyoto University, Kyoto 606-8502, Japan |
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Abstract: | We show on- and off-diagonal upper estimates for the transition densities of symmetric Lévy and Lévy-type processes. To get
the on-diagonal estimates, we prove a Nash-type inequality for the related Dirichlet form. For the off-diagonal estimates,
we assume that the characteristic function of a Lévy(-type) process is analytic, which allows us to apply the complex analysis
technique. |
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Keywords: | |
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