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Estimates of Tempered Stable Densities

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  • Paweł Sztonyk

    (Wrocław University of Technology
    TU Dresden)

Abstract

Estimates of densities of convolution semigroups of probability measures are given under specific assumptions on the corresponding Lévy measure and the Lévy–Khinchin exponent. The assumptions are satisfied, e.g., by tempered stable semigroups of J. Rosiński.

Suggested Citation

  • Paweł Sztonyk, 2010. "Estimates of Tempered Stable Densities," Journal of Theoretical Probability, Springer, vol. 23(1), pages 127-147, March.
    • Handle: RePEc:spr:jotpro:v:23:y:2010:i:1:d:10.1007_s10959-009-0208-8
    DOI: 10.1007/s10959-009-0208-8
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    References listed on IDEAS

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    1. 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.
    2. Rosinski, Jan, 2007. "Tempering stable processes," Stochastic Processes and their Applications, Elsevier, vol. 117(6), pages 677-707, June.
    3. 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:

    1. Diego Chamorro & Stéphane Menozzi, 2024. "Non linear singular drifts and fractional operators," Partial Differential Equations and Applications, Springer, vol. 5(6), pages 1-39, December.
    2. 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.
    3. 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.

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