Transition Density Estimates for a Class of L,vy and L,vy-Type Processes

被引：33
|
作者：
Knopova, Viktorya [1 ]
Schilling, Rene L. [2 ]
机构：
[1] NAS Ukraine, VM Glushkov Inst Cybernet, UA-03187 Kiev, Ukraine
[2] Tech Univ Dresden, Inst Math Stochast, D-01062 Dresden, Germany
来源：
JOURNAL OF THEORETICAL PROBABILITY | 2012年 / 25卷 / 01期
关键词：
Bernstein function; Carre du champ operator; Dirichlet form; Feller process; Levy process; Large deviations; PSEUDO DIFFERENTIAL-OPERATORS; SYMMETRIC JUMP-PROCESSES; FELLER SEMIGROUPS; GENERALIZED SMOOTHNESS; FUNDAMENTAL SOLUTION; DIRICHLET FORMS; UPPER-BOUNDS; SPACES; SETS; EQUATION;
D O I：
10.1007/s10959-010-0300-0
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We show on- and off-diagonal upper estimates for the transition densities of symmetric L,vy and L,vy-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 L,vy(-type) process is analytic, which allows us to apply the complex analysis technique.
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页码：144 / 170
页数：27
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