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arxiv: 1209.5692 · v2 · pith:CBP3JSV6new · submitted 2012-09-25 · 🧮 math.PR

Precise asymptotic approximations for the kernels corresponding to the L\'evy processes

classification 🧮 math.PR
keywords processesapproximationsasymptoticcorrespondingkernelsprecisealphaanalysis
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Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose characteristic functions are radial and satisfy some regularity and size conditions.

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