Estimates of transition densities and their derivatives for jump L\'evy processes
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🧮 math.PR
math.FA
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densitiesestimatesderivativesassumptionsconvolutioncorrespondingexplicitexponent
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We give upper and lower estimates of densities of convolution semigroups of probability measures under explicit assumptions on the corresponding Levy measure and the Levy--Khinchin exponent. We obtain also estimates of derivatives of densities.
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