Mathematics – Probability

Scientific paper

[
0.00
] – not rated yet
Voters
0
Comments 0

2010-03-06

Mathematics

Probability

Scientific paper

We prove several necessary and sufficient conditions for the existence of

(smooth) transition probability densities for L\'evy processes and isotropic

L\'evy processes. Under some mild conditions on the characteristic exponent we

calculate the asymptotic behaviour of the transition density as $t\to 0$ and

$t\to\infty$ and show a ratio-limit theorem.

**Knopova Victoria**

Mathematics – Probability

Scientist

**Schilling René L.**

Mathematics – Probability

Scientist

No associations

LandOfFree

If you have personal experience with

A note on the existence of transition probability densities for Lévy processesdoes not yet have a rating. At this time, there are no reviews or comments for this scientific paper.A note on the existence of transition probability densities for Lévy processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A note on the existence of transition probability densities for Lévy processes will most certainly appreciate the feedback.

Profile ID: LFWR-SCP-O-667382

Use Google custom search:

All data on this website is collected from public sources.
Our data reflects the most accurate information available at the time of publication.