Transition densities of spectrally positive Lévy processes

نویسندگان

چکیده

Abstract We deduce the asymptotic behavior of transition densities for a large class spectrally one-sided Lévy processes unbounded variation satisfying mild condition imposed on second derivative Laplace exponent or, equivalently, real part characteristic exponent. also provide sharp two-sided estimates density when restricted additionally to without Gaussian component.

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ژورنال

عنوان ژورنال: Lithuanian Mathematical Journal

سال: 2022

ISSN: ['1573-8825', '0363-1672']

DOI: https://doi.org/10.1007/s10986-021-09549-2