Estimates of Tempered Stable Densities
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DOI: 10.1007/s10959-009-0208-8
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References listed on IDEAS
- Chen, Zhen-Qing & Kumagai, Takashi, 2003. "Heat kernel estimates for stable-like processes on d-sets," Stochastic Processes and their Applications, Elsevier, vol. 108(1), pages 27-62, November.
- Rosinski, Jan, 2007. "Tempering stable processes," Stochastic Processes and their Applications, Elsevier, vol. 117(6), pages 677-707, June.
- Picard, Jean, 1997. "Density in small time at accessible points for jump processes," Stochastic Processes and their Applications, Elsevier, vol. 67(2), pages 251-279, May.
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Cited by:
- Viktorya Knopova & René L. Schilling, 2012. "Transition Density Estimates for a Class of Lévy and Lévy-Type Processes," Journal of Theoretical Probability, Springer, vol. 25(1), pages 144-170, March.
- Marino, L. & Menozzi, S., 2023. "Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients," Stochastic Processes and their Applications, Elsevier, vol. 162(C), pages 106-170.
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Keywords
Stable process; Tempered stable process; Semigroup of measures; Transition density;All these keywords.
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