Intrinsic small time estimates for distribution densities of Lévy processes
We construct intrinsic on- and off-diagonal upper and lower estimates for the transition probability density of a Lévy process in small time.By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of the process. The technique used in the paper relies on the asy...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Knopova, Victoria [verfasserIn] Kulik, Alexei [verfasserIn] |
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| Format: |
E-Artikel |
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| Erschienen: |
Walter de Gruyter GmbH ; 2013 |
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| Schlagwörter: |
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| Umfang: |
24 |
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| Reproduktion: |
Walter de Gruyter Online Zeitschriften |
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| Übergeordnetes Werk: |
Enthalten in: Random operators and stochastic equations - Berlin [u.a.] : de Gruyter, 1993, 21(2013), 4 vom: 24. Okt., Seite 321-344 |
| Übergeordnetes Werk: |
volume:21 ; year:2013 ; number:4 ; day:24 ; month:10 ; pages:321-344 ; extent:24 |
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| DOI / URN: |
10.1515/rose-2013-0015 |
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NLEJ247543578 |
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| 520 | |a We construct intrinsic on- and off-diagonal upper and lower estimates for the transition probability density of a Lévy process in small time.By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of the process. The technique used in the paper relies on the asymptotic analysis of the inverse Fourier transform of the respective characteristic function. We provide several examples, in particular, with rather irregular Lévy measure, to illustrate our results. | ||
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10.1515/rose-2013-0015 doi artikel_Grundlieferung.pp (DE-627)NLEJ247543578 DE-627 ger DE-627 rakwb Knopova, Victoria verfasserin aut Intrinsic small time estimates for distribution densities of Lévy processes Walter de Gruyter GmbH 2013 24 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier We construct intrinsic on- and off-diagonal upper and lower estimates for the transition probability density of a Lévy process in small time.By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of the process. The technique used in the paper relies on the asymptotic analysis of the inverse Fourier transform of the respective characteristic function. We provide several examples, in particular, with rather irregular Lévy measure, to illustrate our results. Walter de Gruyter Online Zeitschriften Transition probability density Laplace method transition density estimates Lévy process Kulik, Alexei verfasserin aut Enthalten in Random operators and stochastic equations Berlin [u.a.] : de Gruyter, 1993 21(2013), 4 vom: 24. Okt., Seite 321-344 (DE-627)NLEJ248236768 (DE-600)2041909-0 1569-397X nnns volume:21 year:2013 number:4 day:24 month:10 pages:321-344 extent:24 https://doi.org/10.1515/rose-2013-0015 Deutschlandweit zugänglich GBV_USEFLAG_U ZDB-1-DGR GBV_NL_ARTICLE AR 21 2013 4 24 10 321-344 24 |
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10.1515/rose-2013-0015 doi artikel_Grundlieferung.pp (DE-627)NLEJ247543578 DE-627 ger DE-627 rakwb Knopova, Victoria verfasserin aut Intrinsic small time estimates for distribution densities of Lévy processes Walter de Gruyter GmbH 2013 24 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier We construct intrinsic on- and off-diagonal upper and lower estimates for the transition probability density of a Lévy process in small time.By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of the process. The technique used in the paper relies on the asymptotic analysis of the inverse Fourier transform of the respective characteristic function. We provide several examples, in particular, with rather irregular Lévy measure, to illustrate our results. Walter de Gruyter Online Zeitschriften Transition probability density Laplace method transition density estimates Lévy process Kulik, Alexei verfasserin aut Enthalten in Random operators and stochastic equations Berlin [u.a.] : de Gruyter, 1993 21(2013), 4 vom: 24. Okt., Seite 321-344 (DE-627)NLEJ248236768 (DE-600)2041909-0 1569-397X nnns volume:21 year:2013 number:4 day:24 month:10 pages:321-344 extent:24 https://doi.org/10.1515/rose-2013-0015 Deutschlandweit zugänglich GBV_USEFLAG_U ZDB-1-DGR GBV_NL_ARTICLE AR 21 2013 4 24 10 321-344 24 |
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10.1515/rose-2013-0015 doi artikel_Grundlieferung.pp (DE-627)NLEJ247543578 DE-627 ger DE-627 rakwb Knopova, Victoria verfasserin aut Intrinsic small time estimates for distribution densities of Lévy processes Walter de Gruyter GmbH 2013 24 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier We construct intrinsic on- and off-diagonal upper and lower estimates for the transition probability density of a Lévy process in small time.By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of the process. The technique used in the paper relies on the asymptotic analysis of the inverse Fourier transform of the respective characteristic function. We provide several examples, in particular, with rather irregular Lévy measure, to illustrate our results. Walter de Gruyter Online Zeitschriften Transition probability density Laplace method transition density estimates Lévy process Kulik, Alexei verfasserin aut Enthalten in Random operators and stochastic equations Berlin [u.a.] : de Gruyter, 1993 21(2013), 4 vom: 24. Okt., Seite 321-344 (DE-627)NLEJ248236768 (DE-600)2041909-0 1569-397X nnns volume:21 year:2013 number:4 day:24 month:10 pages:321-344 extent:24 https://doi.org/10.1515/rose-2013-0015 Deutschlandweit zugänglich GBV_USEFLAG_U ZDB-1-DGR GBV_NL_ARTICLE AR 21 2013 4 24 10 321-344 24 |
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10.1515/rose-2013-0015 doi artikel_Grundlieferung.pp (DE-627)NLEJ247543578 DE-627 ger DE-627 rakwb Knopova, Victoria verfasserin aut Intrinsic small time estimates for distribution densities of Lévy processes Walter de Gruyter GmbH 2013 24 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier We construct intrinsic on- and off-diagonal upper and lower estimates for the transition probability density of a Lévy process in small time.By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of the process. The technique used in the paper relies on the asymptotic analysis of the inverse Fourier transform of the respective characteristic function. We provide several examples, in particular, with rather irregular Lévy measure, to illustrate our results. Walter de Gruyter Online Zeitschriften Transition probability density Laplace method transition density estimates Lévy process Kulik, Alexei verfasserin aut Enthalten in Random operators and stochastic equations Berlin [u.a.] : de Gruyter, 1993 21(2013), 4 vom: 24. Okt., Seite 321-344 (DE-627)NLEJ248236768 (DE-600)2041909-0 1569-397X nnns volume:21 year:2013 number:4 day:24 month:10 pages:321-344 extent:24 https://doi.org/10.1515/rose-2013-0015 Deutschlandweit zugänglich GBV_USEFLAG_U ZDB-1-DGR GBV_NL_ARTICLE AR 21 2013 4 24 10 321-344 24 |
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10.1515/rose-2013-0015 doi artikel_Grundlieferung.pp (DE-627)NLEJ247543578 DE-627 ger DE-627 rakwb Knopova, Victoria verfasserin aut Intrinsic small time estimates for distribution densities of Lévy processes Walter de Gruyter GmbH 2013 24 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier We construct intrinsic on- and off-diagonal upper and lower estimates for the transition probability density of a Lévy process in small time.By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of the process. The technique used in the paper relies on the asymptotic analysis of the inverse Fourier transform of the respective characteristic function. We provide several examples, in particular, with rather irregular Lévy measure, to illustrate our results. Walter de Gruyter Online Zeitschriften Transition probability density Laplace method transition density estimates Lévy process Kulik, Alexei verfasserin aut Enthalten in Random operators and stochastic equations Berlin [u.a.] : de Gruyter, 1993 21(2013), 4 vom: 24. Okt., Seite 321-344 (DE-627)NLEJ248236768 (DE-600)2041909-0 1569-397X nnns volume:21 year:2013 number:4 day:24 month:10 pages:321-344 extent:24 https://doi.org/10.1515/rose-2013-0015 Deutschlandweit zugänglich GBV_USEFLAG_U ZDB-1-DGR GBV_NL_ARTICLE AR 21 2013 4 24 10 321-344 24 |
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intrinsic small time estimates for distribution densities of lévy processes |
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Intrinsic small time estimates for distribution densities of Lévy processes |
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We construct intrinsic on- and off-diagonal upper and lower estimates for the transition probability density of a Lévy process in small time.By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of the process. The technique used in the paper relies on the asymptotic analysis of the inverse Fourier transform of the respective characteristic function. We provide several examples, in particular, with rather irregular Lévy measure, to illustrate our results. |
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We construct intrinsic on- and off-diagonal upper and lower estimates for the transition probability density of a Lévy process in small time.By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of the process. The technique used in the paper relies on the asymptotic analysis of the inverse Fourier transform of the respective characteristic function. We provide several examples, in particular, with rather irregular Lévy measure, to illustrate our results. |
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We construct intrinsic on- and off-diagonal upper and lower estimates for the transition probability density of a Lévy process in small time.By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of the process. The technique used in the paper relies on the asymptotic analysis of the inverse Fourier transform of the respective characteristic function. We provide several examples, in particular, with rather irregular Lévy measure, to illustrate our results. |
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