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Estimates of densities for Lévy processes with lower intensity of large jumps
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.
Keywords:  vy process    vy measure  tempered stable process  semigroup of measures  transition density  heat kernel  Primary: 60E07  60G51  Secondary: 47D03  60J35  60J45
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